This article argues that Sigismunda, the female protagonist of Miguel de Cervantes’ Los trabajos de Persiles y Sigismunda needs to be viewed in as a pilgrim in order to comprehend the agency granted her in the work’s title. Elements examined include: the historical experience of women pilgrims in the medieval and early modern periods; a re-examination of the names of the two main characters as well as the title; the image of the labyrinth in relation to pilgrimage as well as desire; and the relation of the female pilgrim to the socially pejorative category, vagamunda.