On 10 May 2019, almost a month after his 40th birthday, Pellissier announced that he would be retiring from professional football at the end of the 2018–19 season; Chievo subsequently announced that they would also be retiring the number 31 shirt that he wore for the club in his honour. On 19 May, he made his final home appearance for the club in a 0–0 draw against Sampdoria; in the 72nd minute, he came off for Manuel Pucciarelli, and was given a standing ovation by the fans and a guard of honour by his teammates, who saluted him. He made the final appearance of his career on 25 May, in a 0–0 away draw against Frosinone. In total, he made 517 appearances for Chievo in all competitions, scoring 139 goals. Chievo finished the 2018–19 Serie A season in last place and were relegated to Serie B.