Pilgrim is an unincorporated community in Dade County, in the U.S. state of Missouri.
A post office called Pilgrim was established in 1886, and remained in operation until 1907. A first settler was a native of Kentucky, and the name may be a transfer from Pilgrim, Kentucky.
Coordinates: 37°21′27″N 93°46′32″W / 37.35750°N 93.77556°W