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The first pellet refuelling of a reversed field pinch has been successfully demonstrated in ZT-40M. By injecting a series of pellets, density increases of 600% have been observed, with no disruptions. Because of a coincidence of pellet transit time, Ohmic reheat time and particle confinement times (about 0.5 ms) a significant fraction of the plasma inventory 'leaks out' before pellet ablation is complete. Strong on-axis peaking of the density profile due to pellet fuelling is not typically observed; this is due to large poloidal and toroidal deflections observed in the pellet trajectory, beginning in the plasma edge. Asymmetric ablation of the pellet by a suprathermal electron population is suspected and simple modelling can account for the observed trajectories.