Pickens initially attended Meramec Community College before playing college soccer for Missouri State University from 2000 to 2003. He also played for Chicago Fire Premier in the USL Premier Development League.
Upon graduating, Pickens was drafted 19th overall in the 2004 MLS SuperDraft by the Fire. He was not able, however, to break through a deep lineup of Fire goalkeepers, which initially included Henry Ring and D.J. Countess, and later Zach Thornton. He was loaned out for much of the year to the A-League Virginia Beach Mariners, where he played 290 minutes, conceding only 3 goals.
During the latter half of 2006, after an injury to Zach Thornton, Pickens started in goal for the Fire even once Thornton was match fit again. This also included his first play-off start on October 22, 2006 for the Fire, keeping a clean sheet in a game that the Fire won, 1-0 thanks to a goal from Justin Mapp in the 35th minute. Zach Thornton was traded to the Colorado Rapids before the 2007 season, clearing the way for Pickens to start.
In February 2008, Pickens signed a deal with Queens Park Rangers until the end of the 2008 season. In May 2008, it was announced that Pickens would not have his contact extended and that he would be released by the club at the end of June.
Pickens trialled with numerous clubs in England and Scotland after his release, including Hibernian, Doncaster Rovers, Falkirk and Nottingham Forest, the latter of which he claims he was close to signing with. However, despite not securing a new contract in Europe, Chicago Fire traded Pickens rights to Colorado Rapids on January 15, 2009 and was signed by the club shortly after.
Pickens was released early in the 2014 season.
After Pickens was released by Colorado Rapids in early 2014 New England Revolution acquired him in the waiver draft.
Soon after signing with New England, Pickens was sold to Tampa Bay Rowdies in the North American Soccer League.
As of December 2010, Pickens has been called up to five United States training camps, including the camp in January 2011. However, he has never earned a national cap or been part of the final 18-man roster.Lamar Hunt U.S. Open Cup: 2006
Major League Soccer Eastern Conference Championship: 2010
Major League Soccer MLS Cup: 2010