Pickard began his major junior career with the Seattle Thunderbirds of the WHL in 2008–09. Despite only totalling 16 wins in 62 games with the Thunderbirds in his second season, Pickard posted a save percentage of 0.914 and was named to the 2010 WHL West First All-Star Team. Although ranked as the top North American goaltender by central scouting, Pickard was the third goaltender chosen in the 2010 NHL Entry Draft, when selected in the second round, 49th overall, by the Colorado Avalanche. During the 2010–11 season with the Thunderbirds, Pickard was invited to take part in Canada's National Junior Team selection camp for the 2011 World Junior Championships. He was not selected for the final roster.