Pellegrino is best known for his work on "Lost" and "Supernatural."
He is to begin his stint on "The Closer" in mid-August, TVGuide.com said.
Pellegrino will play Gavin Baker, the defense attorney for star Kyra Sedgwick's police detective character Brenda, who is sued by the family of a gang member.
Executive producer James Duff described Gavin to TVGuide.com as "brisk, gay and formidable. He is ruthless in court and still manages to project an air of friendly professionalism."
The last season of "The Closer" will feature 15 episodes in 2011 and six in the summer of 2012.
TNT recently announced it ordered a spinoff of the drama called "Major Crimes," starring Mary McDonnell.