Wilcox played as a defender between 1985 and 2003 and spent the final six years of his career with Scunthorpe United which is where he began working under Brian Laws. Wilcox would act as Laws assistant at Glanford Park from 2003 to 2006 before following him on to further jobs at Sheffield Wednesday and Burnley. The pair returned to Scunthorpe in 2012. In December 2013 Wilcox succeeded Laws as manager of the club, following a spell as caretaker.
As a player, Wilcox turned out for Northampton Town, Hull City, Doncaster Rovers, Preston North End and Scunthorpe United in a career that lasted 18 years. He scored 27 goals in over 500 league appearances. He notably played the majority of his career at Scunthorpe, where he was signed by Brian Laws from Preston North End in 1997. He eventually became player-assistant manager to Laws in 1999 after the win at Wembley in the play-off final against Leyton Orient.
When Brian Laws was sacked in 2004 Wilcox took temporary control of the Glanford Park club for four games, until Laws was reinstated. When Laws returned to the club, Wilcox reverted to his original role of assistant manager. In 2006, Laws left Scunthorpe when he was appointed manager of Sheffield Wednesday, Wilcox shortly followed him to take up the assistant manager's role at Hillsborough.
On 13 January 2010 he was announced as Assistant Manager of Burnley, yet again moving to work under Brian Laws. He left Burnley in January 2011. On 30 November 2011 at a fans forum, Wilcox was named as the new assistant manager of League One outfit Bournemouth, working alongside manager Lee Bradbury. On 30 October 2012 he and Laws returned to manage League One side Scunthorpe United replacing former manager Alan Knill who was sacked following a string of poor results and poor performances. This will be the third time he and Brian Laws have worked together at Scunthorpe. Laws was dismissed on 20 November 2013 with Wilcox taking over on a caretaker basis. On 24 December 2013 Wilcox was confirmed as permanent manager of the club on a twelve-month rolling contract.
On 12 April 2014, Wilcox beat the record for the longest unbeaten run at the beginning of a managerial reign, with a draw against Bury being his 26th game in charge without defeat.