Pryor is a census-designated place (CDP) in Big Horn County, Montana, United States. The population was 628 at the 2000 census. The area is named for Nathaniel Hale Pryor, a sergeant in the Lewis and Clark Expedition.
Pryor is located at 45°24′56″N 108°32′29″W / 45.41556°N 108.54139°W / 45.41556; -108.54139 (45.415605, -108.541472).
According to the United States Census Bureau, the CDP has a total area of 39.8 square miles (103.1 km²), of which, 39.8 square miles (103.1 km²) of it is land and 0.03% is water.