He began his career as a shortstop, replacing Honus Wagner with Paterson in the Atlantic League, but was struck by malarial fever and dropped from the team. In 1900 Connie Mack invited him to try out for the Western Association team he would field in Milwaukee and transfer to Philadelphia when the American League began as a major circuit; Conroy won the last spot on the roster. Conroy was the first-string shortstop of the NL champion 1902 Pirates, but became a third baseman when he returned to the AL with the Highlanders (later the Yankees) in 1903. He led AL third basemen twice in total chances per game. His 22-year career in pro baseball ended as a Philadelphia Phillies coach in 1922.
During his prime, Wid consistently ranked in the top ten in most offensive categories as well as in stolen bases. He was an opening day starter for the New York Highlanders (later the Yankees) during the first five years of the teams existence (1903-1907). Batting and throwing right-handed, Conroy led the New York Highlanders with 4 home runs in 1906 and was fifth in league overall. He also stole 41 bases in 1907, second only to Ty Cobb who swiped 49 that year. On September 25, 1911 he set an AL record with 13 total chances at 3B in a 3-2 loss to Cleveland. Conroy's statistics compare to such modern players as Ricky Gutierrez, but it must be taken into account that offensive baseball has come to dominate the game today far more than it did in Conroy's era.
In 1377 career games Conroy batted .248 with 22 home runs and 452 RBI.