Pilgrim Missionary Baptist Church was organized on May 7, 1925 in Champaign, Illinois as a prayer band. Reverend R.H. Hayden was the first Pastor. Tisdale Hall, 411 East Grove Street was the church's first location, and the first day of worship was Christmas Day (December 25, 1925).

Pilgrim's first permanent site was purchased for $700. Records indicate that Sis. Nellie Shawcraft (deceased) and Mother Beulah Townsend (deceased) were among Pilgrim's first members. Excavation for the next structure, located at 609 North Ash Street, begun on October 10, 1930. The late Brother Jack Butts participated in the actual labor of laying the bricks. On November 29, 1932, worship was conducted in the sanctuary. The church's next Pastor, Reverend C. Charity, spearheaded a very aggressive, involved spiritual program destined to advance the cause of Christ through this local body.

The next Pastor, Reverend Fred Newbill, served until March 22, 1954. In 1955, Reverend Robert Whitehead took leadership to renovate the church building, and Pilgrim's first parsonage was purchased. This was done through the combined efforts of members such as Sister Clara Stewart, Sister Virginia Bomer, Brother Lonnie Johnson and Brother Nathaniel Butts. Reverend Whitehead tendered his resignation in August of 1962.

Pilgrim's progress continued under the leadership of Reverend A.G. Gregory, who started the next building fund and the fruition of his efforts and membership of Pilgrim came to pass under the Pastorship of Reverend W.B. Keaton in January of 1969. Under Reverend Keaton's leadership the following organizations were added: the Pastor's Ensemble, the Angelic Choir and I.Y.C Choir, Junior Usher Board, Male Chorus, Nurse's Aide, Pastor's Aide, and a Broadcast Club. We were blessed to burn off the mortgage of the parsonage at 1407 Summitridge in Champaign and purchase three 15-passenger vans, and added a ladies lounge.

In 1973, the church history recorded these words: "Pilgrim has reached its finest hour with the completion of this new edifice, with a total construction cost of $125,000, located at 1310 North Sixth Street in Champaign." But with the vision of some, the heartfelt "go ahead" of others, and the "we can't do it" of still others, the church stepped out on the word of Him who died for us and prepared to retire the mortgage of this structure. That was truly one of Pilgrim's finest hours.

In 1996, another expansion project began; new classrooms, men and women's restrooms, and a new Pastor's office. The new expansion was dedicated in the memory of Deacon Eddie "Pepper" Johnson, who was one of Pilgrim's most dedicated deacons.

In January of 1998, the clarion call was given to Reverend Willie Williams, Jr. to become the church's new leader. Under his leadership, new membership classes were established, along with Marriage, Divorce and Single Life ministries. To encourage more male participation, active Brotherhood and Youth Laymen ministries were developed. In 1999, the Deaconess and Deacon-In-Training programs were developed. In 2000, two new vans were purchased and the church's parking lot was extended. Pilgrim also implemented Boy Scout and Cub Scout programs.

In January 2008, Pilgrim received Rev. Rickey E. Parks. Pastor Parks as its new pastor. In 2009, Kingdom Builders and Close the Back Door Ministries were established. After more than 30 years, the kitchen received a complete remodel.