Pearson kept goal in the 1935 FA Cup Final, but this time earned only a runners-up medal as his team lost 4–2 to Sheffield Wednesday. After making 303 appearances for West Bromwich Albion, he joined Millwall for a £300 transfer fee in August 1937. He remained with Millwall until his retirement in 1940, though he did appear as a guest player for West Ham United later in Second World War.