Born in Lowell, Massachusetts, Pillsbury was appointed midshipman in 1862 and commissioned an ensign in 1868. After serving on various stations afloat and ashore, he commanded the coast steamer Blake from 1884 to 1891 and did excellent scientific work, using some of his research instruments of his own invention. In the Spanish–American War, he commanded the dynamite cruiser Vesuvius, operating around the island of Cuba and in the vicinity of Morro Castle. In 1905 he served as Chief of Staff of the North Atlantic Fleet and in 1908–09, was Chief of the Bureau of Navigation.