Pinnacle sets record the values of the local maxima for a given family of permutations. They were introduced by Davis-Nelson-Petersen-Tenner as a dual concept to that of peaks, previously defined by Billey-Burdzy-Sagan. In recent years pinnacles and admissible pinnacles sets for the type $A$ symmetric group have been widely studied. In this article we define the pinnacle set of signed permutations of types $B$ and $D$. We give a closed formula for the number of type $B$/$D$ admissible pinnacle sets and answer several other related enumerative questions.