Due to the discovery of the hidden-charm pentaquark $P_c$ states by the LHCb collaboration, the interests on the candidates of hidden-bottom pentaquark $P_b$ states are increasing. They are anticipated to exist as the analogues of the $P_c$ states in the bottom sector and predicted by many models. We give an exploration of searching for a typical $P_b$ in the $gamma p to Upsilon p$ reaction, which shows a promising potential to observe it at an electron-ion collider. The possibility of searching for $P_b$ in open-bottom channels are also briefly discussed. Meanwhile, the $t$-channel non-resonant contribution, which in fact covers several interesting topics at low energies, is systematically investigated.