Pellegrini, 23, who will defend her 400 title in London next month, posted a time of 4:06.03 to banish the memories of failing to qualify for the European final in Debrecen, Hungary last month.
"I'm here to compete in front of my people and do well but the response that the world wants will be in London," the Italian said.
As Olympic gold medallist, world champion and world record holder in the 400, plus being world champion in the 200 freestyle, Pellegrini is one of Italy's big medal hopes for London 2012.
She was the first female swimmer from her country to win Olympic gold and the first woman to break the four-minute barrier in the 400.
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