* "git fetch" (hence "git pull" as well) learned to check
"fetch.prune" and "remote.*.prune" configuration variables and
to behave as if the "--prune" command-line option was given.
From the release notes of version 1.8.5. Clearly says that for this question you need to set remote.origin.prune to true:
git config remote.origin.prune true
Now, after running the above command Any git fetch or git pull will automatically prune.
Note: But in the previous version of git this command will add a bug related to this configuration and which makes the git remote rename to misbehave.