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Let $k\ge 2$ and let ${\left(P_n^{\left(k\right)}\right)}_{n\ge 2-k}$ be the $k$-generalized Pell sequence defined by $$P_n^{\left(k\right)}=2P_{n-1}^{\left(k\right)}+P_{n-2}^{\left(k\right)}+\cdots +P_{n-k}^{\left(k\right)}$$ for $n\ge 2$ with initial conditions $$P_{-(k-2)}^{\left(k\right)}=P_{-(k-3)}^{\left(k\right)}=\cdots =P_{-1}^{\left(k\right)}=P_0^{\left(k\right)}=0,P_1^{\left(k\right)}=1.$$ In this study, we handle the equation $P_n^{\left(k\right)}=y^m$ in positive integers $n$, $m$, $y$, $k$ such that $k,y\ge 2,$ and give an upper bound on $n.$ Also, we will show that the equation $P_n^{\left(k\right)}=y^m$ with $2\le y\le 1000$ has only one solution given by $P_7^{\left(2\right)}={13}^2.$