Hydrogen pellets are injected into the current free neutral beam injection (NBI) heated plasma in Heliotron E to effectively increase the plasma density and the internal energy. The chord averaged density of the target plasma is about 2 × 1019 m−3, and the density increase by pellet injection is (4 – 6) × 10l9 m−3. During this process the plasma remains stable. Under the present operational conditions, the pellet reaches the central axis: the penetration depth ranges from 27 cm to 35 cm (the magnetic axis corresponds to 30 cm). To optimize the plasma parameters obtainable by pellet injection, the NBI heating power is modulated. It is found that the mode of operation in which pellets are injected at relatively low NBI power followed by a higher-NBI-power phase is preferable to that in which pellets are injected during a constant high power phase. The main reason for this difference is the penetration depth of the pellet in the plasma which determines the deposition profile of particles in the plasma.