"I was with Frankie yesterday just after he passed," Pellegrino's friend and New York City mayoral candidate Bo Dietl told EW. "He decided that he wanted to leave and he asked his family to take the plug out. He was one of the bravest people I ever met in my life."
Pellegrino had been battling lung cancer.
On The Sopranos, Pellegrino played Chief Frank Cubitoso on Seasons 1 through 5, appearing in 12 episodes. Cubitoso was one of mobster Tony Soprano's (James Gandolfini) main law enforcement foils.
His main gig, however, was as co-owner of New York City restaurant Rao's, a landmark Italian restaurant in East Harlem that's been in business since 1896.
Pellegrino was born in 1944 and grew up in East Harlem.