Pelizzoli saves Roma
Pelizzoli saved two spot-kicks in the penalty shoot-out after the game had finished 1-1 after extra time and 2-2 on aggregate.
Roma struggled against the Serie B leaders and only prevailed after misses by Francesco Bega and Mirko Gubellini in the shoot-out.
Triestina coach Ezio Rossi was delighted with his side's performance despite the defeat.
"For us it has been a big thing being able to create problems for Roma for 210 minutes," said Rossi. "I couldn't ask anymore from my guys.
"Probably there was a penalty for us, but it's not right claiming it now. Now we'll have to think only for the Serie B championship".