Willie Orr began his career at Airdrieonians before moving to Preston North End in 1894. It was at Celtic though where he made his name. He made his debut in a 4–1 victory over Hibernian in 1897 and helped lead Celtic to the Scottish title in his first season there. A strong, assured left-back, Orr's influence as a leader shone after he became Celtic captain in 1902 and captained the club to 3 league titles and 2 Scottish cups, including a double in 1906–07.
Orr began his career as manager where he also began his playing career, at Airdrieonians in 1921. His leadership qualities showing again, Airdrie surprised many by finishing runners-up in Scotland in his second season, the club's highest ever league finish and a placement he would achieve for each of the following four seasons, narrowly missing out on the title each time. He also led Aidrie to the club's only ever major honour, the: 1924 Scottish Cup.
His success at Airdrie, prompted the interest of English side Leicester City to replace the outgoing Peter Hodge. Orr continued Hodge's passing style and in only the club's third ever season in the top flight finished in a respectable 7th position, to that point the club's highest ever finish. The side only continued to improve under Orr and the following season in 1927–28 the club finished 3rd in the league and the following season again, they finished runners-up, losing the title to Sheffield Wednesday by a single point (and with Leicester having a superior goal average), these still remain the club's highest ever league finishes. Leicester began to fall though, after the loss of inspirational captain Johnny Duncan who was deemed to have terminated his own contract after breaking the club rules in taking over the license of a local public house. and in January 1932 he resigned on the back of six straight league defeats.
He soon took the hot seat at Falkirk, but was banned for life in 1935 by the Scottish FA for a bribery scandal. Although the ban was lifted in 1937, Orr never returned to football.