Protein which is a component of a coated pit. Coated pits are regions of the donor membrane where the assembly of the vesicle coat take place. The coat assembles from soluble protomers such as coat protein complex-I and coat protein complex-II. The components of the coat often define the intracellular sorting station, and contribute to both membrane deformation and local movement of the resulting transport intermediate following scission. During the first steps of the vesicle-mediated membrane transport, coated pits are internalized to form coated vesicles which transport proteins between distinct membrane-bound organelles.