Pyrron berasal dari Elis, di Laut Ionia. Diogenes Laertios, mengutip dari Apollodoros dari Athena, mengatakan bahwa Pyrron pada awalnya adalah seorang pelukis, dan gambar-gambar itu dipamerkan di gimnasium Elis. Kemudian ia dialihkan ke filsafat oleh karya-karya Demokritos, dan menurut Diogenes Laertios berkenalan dengan dialek Megarian melalui Bryson, murid Stilpo.
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