This isn't true in a strict sense, is it? The digits of pi aren't random, and for numbers of arbitrary size, it seems that you could just keep asking for a longer numbers until you can't find a match any more.
Ah, we know that none of the numbers of the form pi + x can found in pi.
But I still wonder whether there exist numbers of finite length that can't be found within the digits of pi. Any hardcore mathematicians in the house?