The feasibility and performance of the pyramid wavefront sensor without modulation used in closed-loop adaptive optics system is investigated in this paper. The theory concepts and some simulation results are given to describe the detection trend and the linearity range of such a sensor with the aim to better understand its properties, and then a laboratory setup of the adaptive optics system based on this sensor and the liquid-crystal spatial light modulator is built. The correction results for the individual Zernike aberrations and the Kolmogorov phase screens are presented to demonstrate that the pyramid wavefront sensor without modulation can work as expected for closed-loop adaptive optics system.