Alfvén Eigenmodes (AEs) are routinely seen in present-day tokamaks and stellarators with energetic particles and they represent an attractive form of MHD spectroscopy that provides valuable information on background plasma and on the energetic particles. Possible use of AEs is assessed for MHD spectroscopy of plasma with high-velocity pellet injection employed for fuelling the plasma core. Diagnostics of temporal evolution of the ablated pellets, as well as physics effects determining the diffusion/relaxation of the post pellet profile are of high importance for validating the pellet models and extrapolating them towards ITER. In this paper, JET discharges with ICRH-driven AEs and pellets launched from outboard and inboard tracks are considered. During the pellet injection, an increase in plasma density on a time scale << 50 ms occurs, and several effects on AEs are observed: 1) frequency of the AEs throughout the pellet injection sweeps down by as much as ~30%, 2) the AE amplitudes increase during the AE frequency sweeping, and 3) spectrum of toroidal mode numbers of the AEs broadens significantly after the pellet injection. The effects observed are interpreted in terms of a rise in plasma density and an enhancement of the mode amplitude resulting from the resonance sweeping during the pellet injection.