The Pristine survey is a narrow-band, photometric survey focused around the wavelength region of the Ca II H&K absorption lines, designed to efficiently search for extremely metal-poor stars. In this work, we use the first results of a medium-resolution spectroscopic follow-up to refine the selection criteria for finding extremely metal-poor stars ([Fe/H] ≤ -3.0) in the Pristine survey. We consider methods by which stars can be selected from available broad-band and infrared photometry plus the additional Pristine narrow-band photometry. The sample consists of 205 stars in the magnitude range 14 < V < 18. Applying the photometric selection criteria cuts the sample down to 149 stars, and from these we report a success rate of 70 per cent for finding stars with [Fe/H] ≤ -2.5 and 22 per cent for finding stars with [Fe/H] ≤ -3.0. These statistics compare favourably with other surveys that search for extremely metal-poor stars, namely an improvement by a factor of ∼4 - 5 for recovering stars with [Fe/H] ≤ -3.0. In addition, Pristine covers a fainter magnitude range than its predecessors and can thus probe deeper into the Galactic halo.