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 in the next year he resigned the benefice and returned to Cambridge. When the Marian persecutions began in 1554, he fled, with other protestants, to the continent, living in succession at Zürich, Basle, Geneva, and Frankfort. While at Basle he lectured on Ecclesiastes, St. Peter's Epistles, and Galatians. He was at Frankfort when Queen Mary died, in 1558, and was the first to sign, if he did not also write, the ‘Peaceable Letter’ sent to the English church at Geneva.

Returning to England, he was appointed one of the commissioners to revise the Book of Common Prayer, which was begun in December 1558 and completed in April 1559. During the latter year he acted on the commission for visiting Cambridge University in order to receive the oath of allegiance from the resident members of the university. On 20 July 1559 he was admitted master of St. John's College and regius professor of divinity, and was afterwards associated with Sir John Cheke [q. v.] in settling the pronunciation of Greek. On 8 March 1559–60 he preached at St. Paul's Cross in favour of assisting scholars at the universities and increasing the incomes of the clergy. At this period he was termed bishop-elect of Winchester. He delivered the funeral oration on the exhumation of the remains of Martin Bucer and Paulus Fagius at a solemn commemoration held at Great St. Mary's, Cambridge, on 20 July 1560. In the course of this year he published his ‘Exposition upon Aggeus,’ and was married to Alice, daughter of Sir John Kingsmill. The marriage was apparently private, and he is said to have concealed the fact at first, probably because of the prejudice of the queen against married clergy. Towards the close of 1560 he was appointed bishop of Durham, and was thus the first protestant occupant of the see. The royal assent was given on 20 Feb. 1560–1, his consecration took place on 2 March, and his enthronement on 10 April. Two days prior to the last date he preached at St. Mary Spital, London, before the lord mayor. Shortly afterwards (October 1561) he resigned his mastership of St. John's, Cambridge, wherein he was succeeded by his brother Leonard. The bishop had three brothers in the church, and took care to provide for them all. Leonard was presented to the rectory of Whitburn in 1563, John was made archdeacon of Durham, and Lawrence was collated to the vicarage of Norham in 1565. On 8 June 1561 he preached a memorable sermon at St. Paul's Cross on the causes of the destruction of St. Paul's Cathedral by fire. This discourse, in which he denounced certain abuses of the church, occasioned an angry reply from John Morwen, chaplain to Bishop Bonner. Pilkington then issued a ‘confutation’ in which he vigorously followed up his original exposure of the Roman catholic church. In June 1562 he preached a sermon before the queen, in which he exposed the pretensions of Ellys, the self-styled prophet. He had a hand in settling the Thirty-nine articles promulgated in 1562. A letter written by him to Archbishop Parker in 1561 or 1564 sets forth in graphic terms the general negligence and relaxed morals of the clergy in the north of England. In another letter, addressed to Dudley, earl of Leicester, in 1564, he showed himself favourable to discontinuing the use of vestments. He was a great stickler for the rights and emoluments of his see, and on 10 May 1564 obtained from the queen confirmation of the various charters relating to his bishopric. In June 1566 he procured restitution of certain temporalities, but only in consideration of a heavy annual fine to the crown. At a later date (1570) he was unsuccessful in a suit for the forfeited estate of the Earl of Westmorland, but in 1573 he successfully resisted the claim of the crown to the fisheries at Norham. During the northern rebellion of 1569 in favour of the Roman catholic revival, when the insurgents broke into Durham Cathedral, Pilkington and his family thought it expedient to flee for their lives. After his return to his diocese he wrote to Sir William Cecil, secretary of state, an account of the miserable condition of the country, and he subsequently brought under the notice of Cecil the teachings and machinations of the English catholics at Louvain, directed against the Anglican establishment. He was one of the commissioners for the visitation of King's College, Cambridge, in February 1569–70.

In 1561 and 1567 he held visitations of his cathedral, and on the second occasion the injunctions for the removal of superstitious books and ornaments and defacing idolatrous figures from the church plate were carried out with great rigour. The palaces and other edifices in his see were left by him in a wofully ruinous state, and many buildings—some, at least, of which probably were already in bad repair—were demolished by him. Strype characterises him as ‘a grave and truly reverend man, of great piety and learning, and such frugal simplicity of life as well became a modest christian prelate;’ and this character is borne out by contemporary writers, by one of whom he is said to have been ‘much more angry in his speeches than in his doings.’