Pellegrini, came at just under 53 seconds (52.98) to win the 200 meters free style and claim the world record. She also was the first woman to break four minutes in the 400 when she won in 3:59.15 on Sunday.
Having achieved 10 world records overall, she declared herself to be the greatest Italian athlete ever.
"Without any false modesty, I didn't think there were any doubts about that as of a few world records ago. There you have it," Pellegrini, who won the Olympic 200 last year, said when asked if she was the greatest Italian athlete.
"With today's world record, I've had 10 world records before I'm 21. I've won an Olympic gold medal, two world championship gold medals here. So, I think so," she told a news conference.
"In training, I can't beat the men but I can come close. 1:52 in the 200, that's almost a man's time. 3:59, not yet," she said.
Pellegrini will swim the 4x200 freestyle relay on Thursday and then take a vacation after what she called "the air bubble" of the championships.
