In March 2009, Pellegrino was cast on the ABC series Lost for an appearance in the final episode of Season 5, to play the role of the mysterious Jacob. Although the press release for the episode refers to his character simply as "Man No. 1", the episode revealed that Pellegrino portrayed Jacob, a mysterious character pivotal to the show's plot.
On June 26, 2009, it was also announced that Pellegrino was cast in a recurring role as Lucifer in the fifth season of the CW series Supernatural until he was returned to his prison, returning in the seventh season as a hallucination of protagonist Sam Winchester due to his mental damage after he spent a year in the Cage, until Sam was cured of his insanity. Pellegrino reprised his role as Lucifer in season 11's O Brother Where Art Thou?, The Devil in the Details and Hell's Angel.