While it was written after the 8th novel, Firewall, the events depicted in The Pyramid take place well before Faceless Killer, making it chronologically the first in the series. The first story takes place in 1969 while the last occurs in 1989-90. The stories depict Wallander on his first cases, before his meeting with his future wife Mona.

The unconfirmed English translation of the titles for each of the short stories is:

• "Wallander's First Case"
• "The Man with the Mask"
• "The Man at the Beach"
• "The Death of the Photographer"
• "The Pyramid"