The Dutch centre-back has been reintegrated into the senior squad having previously been training alone following his transfer request submitted at the start of August.
Van Dijk made it clear he wanted the club to consider an offer from Liverpool, who issued a public apology in June following suggestions of an improper approach for the 26-year-old.
He has not featured for the Saints since picking up a serious ankle injury on January 22nd but will feature of Southampton's reserves against Aston Villa at the Bescot Stadium.
"Virgil is coming from a long period of time without playing a game. This is my concern right now," said Pellegrino.
"He will play Monday in the reserve team. We try to help him to be ready to help the team.
"He was training well this week. Now everything is normal."
Southampton chairman Ralph Krueger was adamant that Van Dijk was not for sale in the summer and said keeping the defender was "the statement we need to make".
Pellegrino will hope that the Dutch international can get up to speed quickly as new signing Wesley Hoedt endured a tough time on his debut against Andre Gray in the 2-0 home defeat to the Hornets.
"It is a message that at this moment, we don't need to sell our best players, and we need to keep our best players to be more competitive," Pellegrino said earlier this week.
"It is a message from the owners, the board, our chairman and directors, it is really good.
"We are now in a situation where making a small step will be really difficult for us, and to achieve this, we had to keep our best players, to work with them and to build a team, that is the most difficult thing."