In video surveillance, pedestrian retrieval (also called person re-identification) is a critical task. This task aims to retrieve the pedestrian of interest from non-overlapping cameras. Recently, transformer-based models have achieved significant progress for this task. However, these models still suffer from ignoring fine-grained, part-informed information. This paper proposes a multi-direction and multi-scale Pyramid in Transformer (PiT) to solve this problem. In transformerbased architecture, each pedestrian image is split into many patches. Then, these patches are fed to transformer layers to obtain the feature representation of this image. To explore the fine-grained information, this paper proposes to apply vertical division and horizontal division on these patches to generate different-direction human parts. These parts provide more finegrained information. To fuse multi-scale feature representation, this paper presents a pyramid structure containing global-level information and many pieces of local-level information from different scales. The feature pyramids of all the pedestrian images from the same video are fused to form the final multi-direction and multi-scale feature representation. Experimental results on two challenging video-based benchmarks, MARS and iLIDS-VID, show the proposed PiT achieves state-of-the-art performance. Extensive ablation studies demonstrate the superiority of the proposed pyramid structure. The code is available at https://git.openi.org.cn/zangxh/PiT.git.Index Terms-video-based pedestrian retrieval, vision transformer, multi-direction and multi-scale pyramid.