Having finished eighth at the 2002 qualifying school, Pilgrim made her professional debut on the Ladies European Tour in the 2003 season. In 11 starts, her best finish was a tie for twelfth at her home Wales WPGA Championship. She had to return to qualifying school after a torrid 2004 season to retain her card but had her best career finish the following 2005 season when she lost the KLM Ladies Open to Virginie Lagoutte at the second extra hole.
Team appearances
Amateur
European Ladies' Team Championship : 1997, 1999, 2001