Willcox was founded in 1880 as a whistle stop on the Southern Pacific Railroad. The original name was Maley but that was changed after a visit by General Orlando B. Willcox in 1889. As a railroad stop, Willcox was the main supply center for places like Fort Bowie and the mining community of Dos Cabezas. For many years Willcox was a nationally known leader in cattle ranching and production but that has declined a bit over the last few decades. Agriculture is still a major part of the local economy but the presence of Interstate 10 has made an impact in terms of lodging and retail receipts and the growth of tourism. The Rex Allen Cowboy Museum and Cowboy Hall of Fame is in Willcox.

The area around Willcox is an internationally recognized birding destination. Nearby is the Ramsey Canyon Nature Conservancy, Portal, Madera Canyon and the San Pedro Riparian National Conservation Area. Also nearby is Chiricahua National Monument, the Willcox Playa Wildlife Area and the Dos Cabezas Mountains Wilderness.