He was involved in a seven-player trade between the Brewers and Cleveland Indians, which would include sending Richie Sexson to Milwaukee. On May 7, 2006, Wickman became the Indians' all-time franchise leader in saved games with 130, surpassing the record previously held by Doug Jones. His 139 saves with the Indians was a club record until Cody Allen passed it July 3, 2018 , and his 45 saves on the season in 2005 is tied for second-best in team history.
On July 20, 2006, Wickman was traded to the Atlanta Braves for Single-A Rome catcher Max Ramírez. Wickman then served as Atlanta's closer, recording his first save on July 24.
On September 20, 2006, Wickman signed a one-year $6.5 million contract extension to stay with the Atlanta Braves for the 2007 season.