Threadgill first performed as a percussionist in his high school marching band before taking up the baritone saxophone and later a large portion of the woodwind instrument family. He soon settled primarily upon the alto saxophone and the flute. He was one of the original members of the legendary AACM (Association for the Advancement of Creative Musicians) in his hometown of Chicago and worked under the guidance of Muhal Richard Abrams before leaving to tour with a gospel band. He later served in the Army, where he played with a rock band.
Upon his return to Chicago he rejoined fellow AACM members Fred Hopkins and Steve McCall, forming a trio which would eventually become the group Air, one of the most celebrated and critically acclaimed avant-garde jazz groups of the 1970s and 1980s. In the meantime, Threadgill had moved to New York City to begin pursuing his own musical visions, which explored musical genres in innovative ways thanks to his daringly unique group collaborations. His first group, X-75, was a nonet consisting of four reed players, four bass players and a vocalist.