When Sopp first arrived in the World Wrestling Federation, he used the name Billy Gunn and teamed with his on-screen brother, Bart Gunn, as The Smoking Gunns. In early 1995, they won their first WWF Tag Team Championship by defeating the makeshift team of Bob Holly and The 1-2-3 Kid. They held the titles until WrestleMania XI when they were defeated by the team of Owen Hart and Yokozuna. They won the titles again in September 1995.

On February 15, 1996, the Gunns vacated the titles because Billy was in need of neck surgery. After Billy returned from hiatus, The Smoking Gunns won the Tag Titles for the third time by defeating The Godwinns in May. After the match, The Godwinns' manager Sunny turned on her team in favor of the Gunns. She and Sopp went on to have an onscreen relationship.On September 22 at WWF In Your House Mind Games, the Gunns lost their titles to the team of Owen Hart and The British Bulldog. After the match, Sunny abandoned The Gunns, saying that she would only manage title holders. Billy, frustrated with both losing the titles and Sunny, walked out on Bart and broke up The Smoking Gunns.

After briefly feuding with his brother, Billy adopted a new gimmick, Rockabilly, and became the protégé of The Honky Tonk Man. During this time, he had a short lived feud with "The Real Double J" Jesse James. On Shotgun Saturday Night, James realized both of their careers were going nowhere and suggested that they became a tag team. Sopp agreed and smashed a guitar over the Honky Tonk Man's head.

James and Gunn, rechristened "The Road Dogg" Jesse James and "Badd Ass" Billy Gunn became The New Age Outlaws. This new team was in the spirit of the new Attitude Era: brash, vulgar, egotistical, and loud-mouthed. They quickly rose to the top of the tag team ranks and won the WWF Tag Team Championship from The Legion Of Doom on November 24. They also defeated the LOD in a rematch at In Your House: D-Generation X.

The Outlaws slowly began to align themselves with D-Generation X, who were impressed with their new attitude. At the Royal Rumble, The New Age Outlaws interfered in a Casket match to help Shawn Michaels defeat The Undertaker. At No Way Out Of Texas, The Outlaws teamed up with Triple H and Savio Vega (who replaced the injured Shawn Michaels) to face Chainsaw Charlie, Cactus Jack, Owen Hart, and Stone Cold Steve Austin. They were, however, defeated. On February 2, The Outlaws locked Cactus and Chainsaw in a dumpster and pushed it off the stage. This led to a Dumpster match at WrestleMania XIV where Cactus and Chainsaw defeated The Outlaws for the Tag Titles. The next night on Raw, The New Age Outlaws won the Tag Team Championship for a second time by defeating Chainsaw and Cactus in a Steel cage match, but only after interference from Triple H, Chyna, and X-Pac. After the match, The Outlaws officially became members of D-Generation X (DX).

After joining DX, the Outlaws successfully defended their Tag Titles against the Legion Of Doom 2000 at Unforgiven. DX began to feud with Owen Hart, and his new stablemates, The Nation. At Over The Edge, The Outlaws and Triple H were defeated by Nation members Owen, Kama Mustafa, and D'Lo Brown in a Six Man Tag Match. The Outlaws would also successfully defend their titles against The New Midnight Express (Bombastic Bob and Bodacious Bart) at King of the Ring.

During this time, The Outlaws began a feud with Kane and Mankind. Although Kane and Mankind won the Tag Team championship, they could not get along. At SummerSlam, Mankind faced The Outlaws in a Handicap match after Kane no-showed the title defense. The Outlaws defeated Mankind to win the titles for the third time. The Outlaws then helped X-Pac in his feud with Jeff Jarrett and Southern Justice. In December, The Outlaws lost their titles to The Big Boss Man and Ken Shamrock from The Corporation.

The Outlaws then began to focus more on singles competition. The Road Dogg won the Hardcore Championship in December 1998, and Gunn set his sights on the Intercontinental Championship. At the 1999 Royal Rumble, Gunn unsuccessfully challenged Ken Shamrock for the Intercontinental Title. The next month at St. Valentine's Day Massacre, Gunn was the special guest referee for the Intercontinental Championship match between Val Venis and champion Ken Shamrock, where Gunn made a fast count and declared Venis the new champion before attacking both men.

In March, Gunn won the Hardcore Championship from Hardcore Holly. At WrestleMania XV, Gunn lost the title to Holly in a Triple Threat match which also included Al Snow. The New Age Outlaws then reunited to defeat Jeff Jarrett and Owen Hart at Backlash. After Backlash, Gunn left D-Generation X, aligned himself with Triple H and Chyna, and became known as Mr. Ass. He defeated his former partner, Road Dogg, in a match at Over the Edge. Gunn then won the King of the Ring Tournament by defeating Ken Shamrock, Kane, and his former ally, X-Pac. After King of the Ring, Gunn, Triple H, and Chyna went on to feud with X-Pac and Road Dogg over the rights to the D-Generation X name. This feud culminated at Fully Loaded when X-Pac and Road Dogg defeated Gunn and Chyna.

Gunn then began a feud with The Rock. At SummerSlam, The Rock defeated Gunn in a Kiss My Ass Match.