Normally pellet injection in strongly heated discharges leads at most to a relatively short improvement of the energy and particle confinement times. In contrast to this finding, the radiative improved (RI) mode plasma of TEXTOR-94 is a very well suited target for pellet injection: the interaction of a pellet with the high density plasma together with the radiatively cooled edge leads in the best cases to an improved energy confinement time which lasts to the end of the heating phase. The pellet injection causes at first a density increase; this phase is followed by a quick partial particle loss and later an increase to a quasi-stationary value. Because of the linear density dependence of RI mode confinement this leads to an additional increase in energy confinement time.