Pilkington, who seemed to have little on when he collected a loose ball in midfield on 35 minutes, powered forward and belted a 30-yard strike past goalkeeper James Walker.
Town were already a man down by then as striker Alan Lee was given a straight red after 24 minutes for a suspected elbow in the face on Walsall's Manny Smith.
Walsall, looking for a first ever win in Huddersfield, started well and nearly took an early lead when Steve Jones fired just wide. But the sluggish Terriers were ignited by Lee's red card and they soon went in front when Pilkington netted for the fifth successive match.
The Saddlers, who persisted in playing with one up front even though they were trailing to 10 men, nearly equalised after 49 minutes. Skipper Aaron Lescott drilled in a 25-yard drive which Town stopper Ian Bennett did well to tip around the post.
Walsall, who have now won just once in 12 matches, dominated the second half but rarely threatened after Lescott's effort until substitute Alex Nicholls headed over in stoppage time when unmarked at a corner.