Pilgrim at Tinker Creek is a work of creative nonfiction that uses poetic devices such as metaphor, repetition, and inversion to convey the importance of recurrent themes. Although it is often described as a series of essays, Dillard has insisted it is a continuous work, as evidenced by references to events from previous chapters. Although the chapters are separately named—several have also been published separately in magazines and anthologies—she referred to the book in a 1989 interview as a "single sustained nonfiction narrative". Dillard has also resisted the label of "nature writer", especially in regard to Pilgrim. She stated, "There's usually a bit of nature in what I write, but I don't consider myself a nature writer."
The book often quotes and alludes to Walden, although Dillard does not explicitly state her interest in Thoreau's work. Critic Donna Mendelson notes that Thoreau's "presence is so potent in her book that Dillard can borrow from [him] both straightforwardly and also humorously." Although the two works are often compared, Pilgrim does not comment upon the social world as Walden does; rather, it is completely rooted in observations of the natural world. Unlike Thoreau, Dillard does not make connections between the history of social and natural aspects, nor does she believe in an ordered universe. Whereas Thoreau refers to the machine-like universe, in which the creator is akin to a master watchmaker, Dillard recognizes the imperfection of creation, in which "something is everywhere and always amiss".
In her review for The New York Times, Eudora Welty noted Pilgrim's narrator being "the only person in [Dillard's] book, substantially the only one in her world . ... Speaking of the universe very often, she is yet self-surrounded". Dillard seemingly refers to the idea of an "invisible narrator" in the sixth chapter of Pilgrim at Tinker Creek; while referring to the "infinite power" of God, the narrator notes that "invisibility is the all-time great 'cover'". Nancy C. Parrish, author of the 1998 book Lee Smith, Annie Dillard, and the Hollins Group: A Genesis of Writers, notes that despite its having been written in the first person, Pilgrim is not necessarily autobiographical. The narrator, "Annie Dillard", therefore becomes a persona through which the author can experience and describe "thoughts and events that the real Annie Dillard had only heard about or studied or imagined." Critic Suzanne Clark also points to the "peculiar evasiveness" of Dillard-the-author, noting that "when we read Annie Dillard, we don't know who is writing. There is a silence in the place where there might be an image of the social self—of personality, character, or ego". While most critics assume that the narrator is female, mostly due to the autobiographical elements of the book and the assumption that the narrator is Dillard herself, Clark questions whether the narrator is male. Stating that Dillard uses "a variety of male voices, male styles" throughout the book, Clark asks, "When Dillard quit writing Pilgrim at Tinker Creek in the persona of a fifty year old man, did she then begin to write as a woman?"