The Pilgrim's Progress from This World, to That Which Is to Come is a 1678 Christian allegory written by John Bunyan. It is regarded as one of the most significant works of theological fiction in English literature and a progenitor of the narrative aspect of Christian media. It has been translated into more than 200 languages and never been out of print. It appeared in Dutch in 1681, in German in 1703 and in Swedish in 1727. The first North American edition was issued in 1681. It has also been cited as the first novel written in English. According to literary editor Robert McCrum, "there's no book in English, apart from the Bible, to equal Bunyan's masterpiece for the range of its readership, or its influence on writers as diverse as William Thackeray, Charlotte Bronte, Nathaniel Hawthorne, Mark Twain, CS Lewis, John Steinbeck and even Enid Blyton." The words on which the hymn "To be a Pilgrim" is based come from the novel.

Bunyan began his work while in the Bedfordshire county prison for violations of the Conventicle Act of 1664, which prohibited the holding of religious services outside the auspices of the established Church of England. Early Bunyan scholars such as John Brown believed The Pilgrim's Progress was begun in Bunyan's second, shorter imprisonment for six months in 1675, but more recent scholars such as Roger Sharrock believe that it was begun during Bunyan's initial, more lengthy imprisonment from 1660 to 1672 right after he had written his spiritual autobiography Grace Abounding to the Chief of Sinners.