The Terriers have no fresh injury concerns following their midweek Carabao Cup win over Rotherham but are still without midfielder Jonathan Hogg, forward Nahki Wells (both ankle) and defenders Martin Cranie (hip) and Jon Gorenc Stankovic (knee).
Saints recently acquired centre-back Wesley Hoedt from Lazio earlier in the week, with Pellegrino to make a late decision on whether he will be involved or not.
The 23-year-old Switzerland worldwide made 25 Bundesliga appearances last season.
Huddersfield have opened the league season with three successive clean sheets - only the second time a promoted side have done so after Charlton achieved the feat in 1997.
The 37-year-old will provide competition for Jonas Lossl, who is yet to concede a goal in the Premier League.
The Saints go into the fixture with the Terriers after a shock defeat to lower league opposition in Wolverhampton Wanderers, however, they have managed to take four points from their opening two league games.
Huddersfield's start to the season is the stuff of dreams, they are doing great. "It is different class, a different category in the Premier League".