He was one of five Sublette brothers, who all became prominent in the western fur trade: William, Milton, Andrew, Pinkney, and Solomon.

St. Louis had several families with prominent connections, ranging from tribes on the Upper Missouri River and into the Rocky Mountains, to Spanish towns in the Southwest along the Santa Fe Trail.

By 1826, Sublette acquired Ashley's fur business, along with Jedediah Smith and David Edward Jackson.

By the mid-1830s, his brother Milton joined as one of five men who bought the Rocky Mountain Fur Company from William and his partners.

After recuperating for over a year back in St. Louis, Sublette returned to the uplands and founded Fort William, in the foothills east of the South Pass.