In recent years, building change detection has made remarkable progress through using deep learning. The core problems of this technique are the need for additional data (e.g., Lidar or semantic labels) and the difficulty in extracting sufficient features. In this paper, we propose an end-to-end network, called the pyramid feature-based attention-guided Siamese network (PGA-SiamNet), to solve these problems. The network is trained to capture possible changes using a convolutional neural network in a pyramid. It emphasizes the importance of correlation among the input feature pairs by introducing a global co-attention mechanism. Furthermore, we effectively improved the long-range dependencies of the features by utilizing various attention mechanisms and then aggregating the features of the low-level and co-attention level; this helps to obtain richer object information. Finally, we evaluated our method with a publicly available dataset (WHU) building dataset and a new dataset (EV-CD) building dataset. The experiments demonstrate that the proposed method is effective for building change detection and outperforms the existing state-of-the-art methods on high-resolution remote sensing orthoimages in various metrics.