Pinckneyville is located in southwestern Illinois in Perry County (of which it is the county seat) about 30 miles southwest of Mt. Vernon and 60 miles southeast of St Louis between Nashville and Murphysboro along Highway 127 west of the Little Muddy River and Rend Lake. The population estimate for July 1, 1998 was 3,299, a decrease of 73 since 1990.

Pyramid State Park, a 3,100-acre area that includes 40 small lakes and ponds and almost 15 miles of hiking and equestrian trails, provides visitors with fishing and boating opportunities. The lakes are the remnants of the Pyramid Mining Company's efforts and have been stocked with bluegill, channel cat and bass in their crystaline waters.