One of cognitive archaeology’s core goals is to use the material record in combination with psychological and ethnographic models to understand past conceptual structures. Here, we explore the cognitive structure that enabled elites in the North American Southwest to establish Paquimé, a large settlement on the west bank of the Rio Casas Grandes, as the religious and political capital of a 100,000 km2 region and thereby set themselves at the apex of one of the most politically complex New World cultural systems north of Mesoamerica. Relevant to this process was the establishment of Paquimé as a focus of regional pilgrimages. We begin our discussion by presenting the cultural-historical background for the Casas Grandes Medio period (ad 1200–1450). We then define the concept of pilgrimages giving examples from the region and present evidence that Paquimé was a pilgrimage center. We conclude with a discussion of the mechanisms that led to Paquimé becoming an accepted pilgrimage site and how this was used to empower the Paquimé elites.