The Pilgrim Wesleyan Church of Zambia is an evangelical denomination with an emphasis on the Armenian doctrine of Salvation by grace and Christian holiness through the entire sanctification of the believer. The church therefore teaches that believers are called not only to profess their faith in the Lord Jesus Christ but also to pursue entire sanctification so as to live a lifestyle of holiness in their daily lives. The Pilgrim Wesleyan Church also emphasizes wholistic ministry of ministering to the total man, body, spirit, soul and mind.

Vision Statement
The vision of the Pilgrim Wesleyan Church is to be a dynamic Christian denomination that will impact the world with the message of spiritual transformation by grace and a lifestyle of scriptural holiness.