Born in Ames, Iowa, Sunday grew up the son of a single mother, and the family endured significant poverty during his childhood. After he graduated from high school Sunday worked odd jobs for several years before being signed on to the Chicago White Sox in 1883. During his eight-year pro ball career spanning several different teams, Sunday experienced a religious conversion in 1887, and by 1891 had begun devoting his efforts to the Young Men's Christian Association (YMCA).
Sunday spent time as an assistant to another evangelist before embarking solo in 1896. He was ordained as a preacher in the Presbyterian church in 1903.
Billy Sunday is most noted for his "fire-and-brimstone" approach to evangelism. Holding a strictly fundamentalist view, he would often preach fiery sermons against such views as political liberalism, science, alcohol, and so forth. His energy and vitality won many converts. This in turn led to his accumulating a small fortune through contributions at his sermons. He was one of the first prominent preachers to make extensive use of the new medium of radio.
Sunday is noted as being one of the major social influences leading to the adoption of Prohibition in 1919. As the tide of public opinion turned, he preached against the repeal of prohibition, and after its repeal in 1933, called for its reintroduction. His popularity waned in his later years, but he nevertheless continued to preach up until his death.