Pellow was happy with notching another win on the board, but admitted that his side's performance was far from perfect.
"It has been a positive two weeks for the club which will give us momentum going back into the Aviva Premiership next week and then the next batch of LV= Cup games, and that is really pleasing. The guys have got out what they put in over the past two weeks in terms of their training and their focus. It has been a real pleasure working with that group of players," said Pellow.
"The performance probably wasn't where we wanted it to be. We'd talked in the week about the things that we do well - our carries, our clear-outs and being strong over the ball - but we went away from that in patches and the game got scrappy. It went away from us and the Ospreys were good at the breakdown.
"We showed in patches that when we got control of the ball that we could score, but we obviously didn't do that for the full 80 minutes. That's disappointing but we are pleased that we are top of our group. We will go into the next block of the LV= Cup really focused and competitive. If we can put in another good good performance against Northampton and Bath then we can really kick on into the next stages."
Exeter currently sit sixth in the Aviva Premiership table.