The city is located in the Sulphur Springs Valley, a flat and sparsely populated drainage basin dotted with seasonal lakes.

A very large dry lakebed, the Willcox Playa, is located five miles south of the city.

Willcox's high desert climate gives it large diurnal temperature variation, making it ideal for wine cultivation.

Originally known as "Maley", the town was founded in 1880 as a whistlestop on the Southern Pacific Railroad because of its position approximately halfway between El Paso, Texas and Phoenix, Arizona.

Willcox is the birthplace of Rex Allen, known as "The Arizona Cowboy", who wrote and recorded many songs, starred in several Westerns during the early 1950s and in the syndicated television series Frontier Doctor (1958–1959).

[citation needed] A short film documentary called "Lonesome Willcox" released in 2018 documented the town's country music radio station KHIL.

Willcox's high elevation gives it a milder climate than the nearby Valley of the Sun and Sonoran Desert.

It also receives more rainfall than Tucson and Phoenix due to the summer monsoon rains and thus it has a cold semi-arid climate (Koppen: BSk).

Grape varietals grown include Petite Sirah, Malvasia Bianca, Sangiovese, Chenin blanc, Syrah, Colombard, Sauvignon blanc, Corvina, Merlot, Malbec, Tannat, Cabernet Franc, Chardonnay, Tempranillo, Cabernet Sauvignon and Mourvèdre.

The event grows in size every year and includes live music and multiple arts and crafts vendors.