His form in front of goal did not go unnoticed, and he joined Manchester United prior to the 1905–06 season. That year, he finished as top scorer, with 20 league goals and another five in the FA Cup, helping Manchester United earn promotion back to the First Division for the first time since 1894. He remained a first-team regular the following season, but found goals much harder to come by, scoring just four in 26 league appearances. For Manchester United's first league title-winning season in 1907–08, Picken lost his place as the starting inside left to fellow Hurlford native Sandy Turnbull and made just eight appearances all season, scoring once. Picken remained Turnbull's back-up for the remainder of his time at Manchester United, scoring another 14 goals in 46 appearances over three seasons. He picked up another league title in 1910–11, although he missed out on the 1909 FA Cup Final. During the 1910–11 season, Picken and Dick Holden shared a benefit, from which both players received a guaranteed £300.