
Roma remained sixth in the standings in the Europa Conference League qualifying position on 60 points from 37 games, only one point ahead of Fiorentina and Atalanta who both have a match in hand.
Venezia forward David Okereke opened the scoring in the first minute, heading in a cross from midfielder Mattia Aramu.
Roma were handed the chance to level after Venezia midfielder Sofian Kiyine was penalised but Pellegrini sent his penalty against the woodwork in the 19th minute.
Pellegrini had an opportunity to make amends in the 56th minute but his spotkick hit the top of the crossbar.
Roma striker Eldor Shomurodov grabbed the equaliser when he smashed the ball home from a rebound in the 76th minute.