Sheffield United signed Gillespie from Leeds City in December 1912 for £500 for the maximum wage, then £4 per week. Gillespie made his debut on Boxing Day 1911, scoring in a 2–2 draw with Newcastle United and played regularly for the Blades from that point on. Gillespie was denied an FA Cup Winner's medal in 1915, when he missed United's victory with a broken leg, received in the first game of the season against Sunderland in September 1914. Following the end of World War I, Gillespie returned to United and resumed his place in the first-team, although now playing a more withdrawn role as an inside forward. Continuing to play regularly, Gillespie took over as club captain from George Utley in 1923 and in the following five seasons helped United reach two FA Cup semi-finals and finally won a winner's medal in 1925. Retaining his position for a further three years, Gillespie began coaching United's young players during the 1930–31 season, before retiring from playing at the end of that season.