We study arbitrarily high-order finite elements defined on pyramids on discontinuous Galerkin methods. We propose a new family of high-order pyramidal finite element using orthogonal basis functions which can be used in hybrid meshes including hexahedra, tetrahedra, wedges and pyramids. We perform a comparison between these orthogonal functions and nodal functions for affine and non-affine elements. Different strategies for the inversion of mass matrix are also considered and discussed. Numerical experiments are conducted for 3-D Maxwell's equations.