Wilson moved to newly-promoted The Wednesday in 1900 where he spent the rest of his playing days. During his time in Sheffield, he won the Football League in 1902–03 and 1903–04, and the FA Cup in 1907. He became the club's all-time record top scorer with 216 goals including 199 in the league (all in the top division). He was top scorer in six different seasons. He appeared for the team 545 times, more than any other player. Both records stand to the present day.