In 1906 Wilcox enrolled from the Cleveland School of Art under the tutelage of Henry Keller, Louis Rorimer, and Frederick Gottwald. He also attended Keller's Berlin Heights summer school from 1909. After graduating in 1910, Wilcox traveled and studied in Europe, sometimes dropping by Académie Colarossi in the evening to sketch the model or the other students at their easels, where he was influenced by French impressionism. Wilcox was influenced by Keller's innovative watercolor techniques, and from 1910 to 1916 they experimented together with impressionism and post-impressionism. Wilcox soon developed his own signature style in the American Scene or Regionalist tradition of the early 20th century. He joined the Cleveland School of Art faculty in 1913. Among his students were Lawrence Edwin Blazey, Carl Gaertner, Paul Travis, and Charles E. Burchfield. Around this time Wilcox became associated with Cowan Pottery.

In 1916 Wilcox married fellow artist Florence Bard. In 1918 he joined the Cleveland Society of Artists, a conservative counter to the Bohemian Kokoon Arts Club, and would later serve as its president. He also began teaching night school at the John Huntington Polytechnic Institute at this time, and taught briefly at Baldwin-Wallace College.