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Results are presented for multiple deuterium pellet injection into both the Ohmic phase and the beam heated phase of Doublet III discharges. Pellet injection experiments were carried out using an injector, built at Oak Ridge National Laboratory, which has the capability of firing up to 40 hydrogen or deuterium pellets per second at a speed of 800 m·s−1. For the deuterium pellets used in this experiment, one pellet raises the line average density to 1.3 × 1013 cm−3. In the Ohmic phase, the pellets penetrate deep into the plasma, but with 2.2 MW of neutral beam heating they penetrate only half as deep. This difference is mostly due to the increased ablation in the outer 25% of the plasma during beam heating. Ablation calculations using the neutral shielding model agree well with experimental results during Ohmic heating, but they predict a shallower pellet penetration than is actually observed during neutral beam heating. About 90–100% of the pellet mass can be accounted for after injection. Electron temperature profile relaxation accompanies pellet injection, but on a time-scale that is shorter than the pellet lifetime. A transient increase in the energy confinement time τE is possible, provided pellet penetration is sufficient to sustain a peaked density profile. In discharges with one or more multifractured pellets, which ablate rapidly at the plasma edge and thus broaden the density profile, no increase in τE is seen. These results indicate that continuous τE improvement may be possible if a peaked density profile can be maintained by sustained deep pellet penetration.