Her first major role was as Donna Abandando on the ABC police drama "NYPD Blue". O'Grady played the big-haired squad secretary from 1993 to 1996, and for each year received an Emmy Award nomination for Outstanding Supporting Actress in a Drama Series. Along with the cast, she won Screen Actors Guild Award for Outstanding Performance by an Ensemble in a Drama Series in 1995. O'Grady left the series in 1996, and made a pilot for her own sitcom, "The Gail O'Grady Project", but the show was not picked up by any of the networks.