Although she had won a bronze medal in singles for Norway at the 1912 Summer Olympics in Stockholm, and was the many-time champion of her homeland, Mallory was relatively unknown when she arrived in New York City to begin work as a masseuse in 1915. She entered the U.S. Indoor Championships that year unheralded and beat Marie Wagner 6–4, 6–4, which was the first of her five singles titles at that tournament. She also won the singles title in Cincinnati in 1915.