In his club career, which started in 1987, Wilmots played for Sint-Truiden, Mechelen, Standard Liège, Schalke 04, and Bordeaux. At Schalke, he helped them to the 1997 UEFA Cup Final. His goal in the first leg was cancelled out by Internazionale in the second leg, but Schalke went on to win the game on penalties, with Wilmots scoring the decisive goal. He retired in 2003, after his second stint with Schalke. During his time with Schalke, the fans there gave him the affectionate nickname "Das Kampfschwein" (The War Pig), which has been picked up by some English language journalists. In Belgium he is known under the nickname the "Bull of Dongelberg", an allusion to his birthplace.