O'Grady began her career as a model for Montgomery Ward, and making several commercials. In one, she played the neighbor for whom Michael J. Fox's character chases down a Diet Pepsi. In time, she began making guest appearances, often as a villain. She made her big screen debut in the 1988 romantic comedy "She's Having a Baby", and later was cast in a recurring role on the ABC drama "China Beach", opposite Dana Delany. She also guest starred on several other shows, and appeared in made for television and independent movies.