A new pyramid wavefront sensor (PWFS), which utilizes a reflective pyramid mirror instead of a refractive pyramid prism at the focus of a telescope, is presented. As a key optical component in this PWFS, the pyramid mirror requires accurate microfabrication for excellent quality of the tip, the turned edges, and the surfaces. The moving mask lithography process is proposed for its economic, simple, and precise control to make the cross-sectional shape of the structure. The completed pyramid mirror has a square base of 1-mm length and four side facets inclined to the base at 3.7 deg. The sizes of the pyramid tip and turned edges are both about 6 µm, which show excellent aspects of sharpening-tip and knife-edges. The root mean square of four facets is approximately 70 nm, and the maximum profile deviation is 0.2 µm.