Pélissier began his managerial career with his former clubs Revel and Muret. In 2007, he helped Luzenac win the amateur 2014 Championnat National and earned promotion into the professional Ligue 2 for the first time.[3] However, the club was prohibited from joining the Ligue 2 for non-sporting reasons, and shortly thereafter Pélissier left the club.[4]
In 2014, Pélissier joined Amiens, and helped them get promoted into the Ligue 1 for the first time in their history.[5] On 29 May 2019, Pélissier became the manager of Lorient.[6]