Born in Luton, Bedfordshire, Wilcock was educated at St Dunstan's College in Catford. He had joined the 14th London Regiment (London Scottish) in 1912 and served with them in the First World War, later transferring to the Queen's Royal West Surrey Regiment. Wounded at Ypres, he was seconded into the Royal Flying Corps in June 1917 on his recovery, and he became a founding member of the Royal Air Force. He won the Air Force Cross in 1919.