The pilgrim, identified as Rajmal Mali of Lalsot, was on his way to Ramdevra-Mela in Jaisalmer district when the incident occurred last evening, they said, adding four others got injured in the mishap.
The injured were admitted to the SMS Hospital where one of them was said to be serious, the police said.
A group of pilgrims, going on foot to Ramdevra-Mela, were knocked down by the van, they said.