A pergola shade system designed for use with a pier over water. The pergola shade system includes as its primary components a roof assembly, a framework to support the roof assembly above the pier, and an anchor assembly that removably and securely mounts the roof assembly and framework to the pier. The anchor assembly is constructed of components that permit the roof structure and framework of the pergola shade system to be both easily erected on a pier for use and easily disassembled from the pier for storage.