According to the U.S. Census Bureau, the county has a total area of, of which is land and is water. The tallest and most topographically prominent mountain in Pershing County is Star Peak at 9,840 ft.
At the 2000 census there were 6,693 people, 1,962 households, and 1,383 families living in the county. The population density was 1 person per square mile. There were 2,389 housing units at an average density of 0.39 per square mile. The racial makeup of the county was 77.69% White, 5.35% Black or African American, 3.42% Native American, 0.63% Asian, 0.22% Pacific Islander, 9.38% from other races, and 3.30% from two or more races. 19.33% of the population were Hispanic or Latino of any race. Of the 1,962 households 38.40% had children under the age of 18 living with them, 57.20% were married couples living together, 7.30% had a female householder with no husband present, and 29.50% were non-families. 24.30% of households were one person and 8.60% were one person aged 65 or older. The average household size was 2.69 and the average family size was 3.22. The age distribution was 25.70% under the age of 18, 8.50% from 18 to 24, 36.00% from 25 to 44, 22.10% from 45 to 64, and 7.80% 65 or older. The median agewas 34 years. For every 100 females there were 158.80 males. For every 100 females age 18 and over, there were 182.10 males. The median household income was $40,670 and the median family income was $46,268. Males had a median income of $34,417 versus $24,301 for females. The per capita income for the county was $16,589. About 10.20% of families and 11.40% of the population were below the poverty line, including 14.20% of those under age 18 and 5.60% of those age 65 or over.
2010 census
At the 2010 census, there were 6,753 people, 2,018 households, and 1,375 families living in the county. The population density was. There were 2,464 housing units at an average density of. The racial makeup of the county was 81.9% white, 3.7% black or African American, 3.2% American Indian, 1.3% Asian, 0.1% Pacific islander, 6.7% from other races, and 3.1% from two or more races. Those of Hispanic or Latino origin made up 22.3% of the population. In terms of ancestry, 19.5% were German, 16.8% were Irish, 13.8% were English, 5.1% were Italian, and 4.4% were American. Of the 2,018 households, 31.6% had children under the age of 18 living with them, 51.9% were married couples living together, 9.1% had a female householder with no husband present, 31.9% were non-families, and 26.6% of households were made up of individuals. The average household size was 2.51 and the average family size was 3.02. The median age was 41.0 years. The median household income was $56,491 and the median family income was $61,410. Males had a median income of $51,333 versus $28,871 for females. The per capita income for the county was $17,519. About 10.2% of families and 13.7% of the population were below the poverty line, including 23.0% of those under age 18 and 2.7% of those age 65 or over.