The Italian striker was not the only Southampton figure returning to Feyenoord, with manager Ronald Koeman and new signing Jordy Claise also facing their former club.
And it was a pleasing homecoming, especially for Pelle, who opened the scoring in the 41st minute, tapping home Dusan Tadic’s cross after good work from Matt Target.
The visitors doubled their advantage just after the break when Maya Yoshida rose highest to head Steven Davis’ free-kick past Kenneth Vermeer.
Koeman’s side completed the scoring just seven minutes from time when substitutes Shane Long and Juanmi combined before the Spanish striker scored his third goal of pre-season with a cool finish into the bottom corner.
The win sets Southampton up for their UEFA Europa League third qualifying round clash when they face Vitesse, another Dutch side, at St Mary’s next Thursday.