Pellegrino played for and worked as a coach for Benitez at Anfield and added: 'We were colleagues but we are not close friends.
A frustrating afternoon for Tottenham Hotspur in the race for a top-four spot, a win would've taken them into fourth place ahead of Liverpool but they failed to make the most of the opportunity, drawing 1-1 against Southampton.
Southampton also went close when Stephens met a superb, in-swinging free-kick by James Ward-Prowse - and few English players deliver a more threatening set-piece - but the defender could not keep his header down with the ball skimming narrowly over the bar.
And so the visitors' usual fluency eluded them, too many players taking extra touches or dwelling on the ball.
The Saints have endured a tough campaign under Mauricio Pellegrino and the home faithful will know that their side will need to be at its best to record a positive result against a rampant Spurs side.
The rain relented but the intensity of the game did not in the second half. For Southampton, the defence may as well have not turned up that day.
The second half proved a tight competition between the sides much like the first half, Tottenham really struggled to create any opportunities on goal in what was a very boring game.
"I want to play the game, even given the consequences". Harry Kane is, once again, banging in goals and is now the league's top goalscorer with 20.
The final 20 minutes represented the final push from Tottenham to find a victor in a game from which they needed three points, especially after wins for Chelsea and Arsenal earlier in the weekend.
"Hopefully next week will be a good week for us but in the market, everything can change in one second", said the Saint boss. They fight for themselves.
Spurs entered the game with Christian Eriksen and Hugo Lloris out through sickness and several more not at 100 percent, and Sanchez was surely feeling ill when his sliding attempt to block a Ryan Bertrand cross beat his own keeper to the inside post.
The meeting between the two earlier in the season (less than a month ago) saw a Harry Kane hattrick and a 5-2 demolishing of Mauricio Pellegrino's men.
The hosts were quick to the ball in midfield and eager to probe down the flanks, displaying an intent that has not always been evident in their approach this season, and they certainly gave their all to make life hard for Tottenham during the first half.