A native St. Louisan, Gilkey played in the Major Leagues for 12 seasons from 1990 to 2001. He was a right-handed outfielder who signed with the St. Louis Cardinals in 1984 as a free agent. He made his Major League debut with the Cardinals in 1990. Primarily a left fielder, he played six seasons for the Cardinals and hit better than .300 twice during that period. He was traded to the New York Mets in 1996 where he had his best MLB season. He hit .317 with 30 home runs and 117 RBIs for the Mets and finished 14th in the MVP voting that year. In 1998, Gilkey was traded to the Arizona Diamondbacks where he played left field until 2000 when he was released mid-season and was immediately signed by the Boston Red Sox. He wrapped up his Major League playing career in 2001 with the Atlanta Braves.

Gilkey played in 1,230 games during his 12-year MLB career. An outstanding defensive outfielder, he had a career fielding percentage of .988. He was a career .275 hitter with 118 home runs and 546 RBIs. He had 1,111 hits and scored 606 runs. His on-base percentage was .358 and his slugging percentage was .434. Always a threat on the base paths he stole 115 bases in his career.

After his MLB playing career was over, Gilkey went on to coach in the minor leagues. He served as an assistant coach for the Palm Beach Cardinals, a farm club of the St. Louis Cardinals in the Florida State League in 2023 and 2024. He now serves as a roving instructor for the Cardinals minor league system.

Prior to signing a professional contract in 1984, Gilkey played outfield for University City High School and played the summer season with the St. Louis Sotolar Pointers helping them to an NBC Missouri State Championship and a berth in the NBC World Series in Wichita, KS.

In 2018, Gilkey was inducted into the Missouri Sports Hall of Fame.