An unidentified quantum fluid designated the pseudogap (PG) phase is produced by electron-density depletion in the CuO2 antiferromagnetic insulator. Current theories suggest that the PG phase may be a pair density wave (PDW) state characterized by a spatially modulating density of electron pairs. Such a state should exhibit a periodically modulating energy gap Δ P(r) in real-space, and a characteristic quasiparticle scattering interference (QPI) signature Λ P(q) in wavevector space. By studying strongly underdoped Bi2Sr2CaDyCu2O8 at hole-density 0.08 in the superconductive phase, we detect the 8a0-periodic Δ P(r) modulations signifying a PDW coexisting with superconductivity. Then, by visualizing the temperature dependence of this electronic structure from the superconducting into the pseudogap phase, we find the evolution of the scattering interference signature Λ (q) that is predicted specifically for the temperature dependence of an 8a0-periodic PDW. These observations are consistent with theory for the transition from a PDW state coexisting with d-wave superconductivity to a pure PDW state in the Bi2Sr2CaDyCu2O8 pseudogap phase. © 2021, The Author(s).