Pilgrims Knob is an unincorporated community in Buchanan County, Virginia, United States. As of the 2000 census, the Pilgrims Knob area had a population of 479. It is located at 37°14′19″N 81°54′44″W / 37.23861°N 81.91222°W along the Dismal River, part of the watershed of the Big Sandy River, at the junction of Virginia State Routes 638 and 680.