The electronic structure of interstitial hydrogen in a compound semiconductor FeS$_2$ (naturally $n$-type) is inferred from a muon study. An implanted muon (Mu, a pseudo-hydrogen) forms electronically different defect centers discerned by the hyperfine parameter ($omega_{rm hf}$). A body of evidence indicates that one muon is situated at the center of an iron-cornered tetrahedron with nearly isotropic $omega_{rm hf}$ (Mu$_{rm p}$), and that the other exists as a diamagnetic state (Mu$_{rm d}$, $omega_{rm hf}simeq 0$). Their response to thermal agitation indicates that the Mu$_{rm d}$ center accompanies a shallow level (donor or acceptor) understood by effective mass model while the electronic structure of Mu$_{rm p}$ center is more isolated from host than Mu$_{rm d}$ to form a deeper donor level. These observations suggest that interstitial hydrogen also serves as an electronically active impurity in FeS$_2$. Based on earlier reports on the hydrogen diffusion in FeS$_2$, possibility of fast diffusion for Mu$_{rm p}$ leading to formation of a complex defect state (Mu$^*_{rm d}$, $Tle 100$ K) or to motional narrowing state (Mu$^*_{rm p}$, $Tge 150$ K) is also discussed.