He played 15 seasons in Major League Baseball (MLB) for five teams: the New York Yankees (1992–1996), Milwaukee Brewers (1996–2000), Cleveland Indians (2000–2006), Atlanta Braves (2006–2007), and Arizona Diamondbacks (2007).

After high school, he attended University of Wisconsin–Whitewater, and was selected by the Chicago White Sox in the 1990 Major League Baseball draft (2nd round) and signed by area scout Mike Rizzo.

In the strike-shortened 1994 season, Wickman appeared in an American League-high 53 games, all in relief, and posted a 3.09 earned run average (ERA) for the league-leading Yankees.

[6] On May 7, 2006, Wickman became the Indians' all-time franchise leader in saved games with 130, surpassing the record previously held by Doug Jones.

[10] On August 24, 2007, after giving up a walk-off two-run home run to Adam Dunn of the Cincinnati Reds in extra innings, Wickman complained to manager Bobby Cox about pitching in non-save situations.

[11] On September 7, 2007, Wickman signed a contract with the Arizona Diamondbacks,[12][13] joining a bullpen that featured relievers Brandon Lyon and Tony Peña, alongside established closer José Valverde.