The earliest known Egyptian pyramids are found at Saqqara, northwest of Memphis. The earliest among these is the Pyramid of Djoser (constructed 2630 BC–2611 BC) which was built during the third dynasty.he structure is also the third largest pyramid in Egypt – after the pyramids of Khufu and Khafre at Giza. Also at Dahshur is the pyramid known as the Black Pyramid of Amenemhet III, as well as a number of small, mostly ruined subsidiary pyramids.