The NBC fantasy drama will return for a second season on Monday, August 13 at 10/9c.
Lost actor Pellegrino will play Jarold Kempfer, an old high school friend of Hank (Russell Hornsby), TVLine reports.
Kempfer turns to Hank when his daughter goes missing, but is hiding the fact that he can transform into a feral creature known as a 'coyotl'.
Pellegrino is known for appearing in a number of cult and fantasy series, including Lost, Supernatural and Syfy's Being Human.
His other recent credits include guest roles on Chuck, Castle and CSI: Miami.
James Frain has also been cast in the second season of Grimm - the True Blood and 24 actor will play the recurring role Eric Renard, the brother of Captain Sean Renard (Sasha Roiz).
Grimm was officially picked up for a second season in March, the first NBC show to receive a renewal.
In the UK, the series airs on Mondays at 9pm on Watch.
> Grimm exec teases season two, new enemies
Watch a clip from Grimm below: