Lacy began his career at sixteen playing Dixieland music with much older musicians such as Henry "Red" Allen, Pee Wee Russell, George "Pops" Foster and Zutty Singleton and then with Kansas City jazz players like Buck Clayton, Dicky Wells, and Jimmy Rushing.

The core of Lacy's activities from the 1970s to the 1990s was his sextet: his wife, singer/violinist Irene Aebi,[2]: 272  soprano/alto saxophonist Steve Potts,[4] pianist Bobby Few, bassist Jean-Jacques Avenel, and drummer Oliver Johnson (later John Betsch).

[1] Sometimes this group was scaled up to a large ensemble (e.g. Vespers, Soul Note, 1993, which added Ricky Ford on tenor sax and Tom Varner on French horn), sometimes pared down to a quartet, trio, or even a two-saxophone duo.

Lacy also, beginning in the 1970s, became a specialist in solo saxophone; he ranks with Sonny Rollins, Anthony Braxton, Evan Parker, and Lol Coxhill in the development of this demanding form of improvisation.

In duo he played with Fred Van Hove, Joëlle Léandre, Mikhail Bezverkhni, Irène Aebi, Frederic Rzewski, Christopher Culpo and the dancer Shiro Daimon.

[1] Compilations With Area With Miles Davis With Gil Evans With Giorgio Gaslini With Globe Unity Orchestra With Roswell Rudd With Dick Sutton With Cecil Taylor With Giovanni Tommaso With others