Vanbrugh studied acting and made her professional debut in an 1886 burlesque. The same year, she made her West End theatre debut and then travelled to Margate to play leading roles in four of Shakespeare's plays. In 1889 she joined the Kendals at the Royal Court Theatre and on tour in the US Two years later, back in London, she joined Henry Irving and Ellen Terry in their famous Shakespeare company at the Lyceum Theatre. In 1893, she appeared opposite her husband Arthur Bourchier at Daly's Theatre and soon became his leading lady at the Royalty Theatre and then at the Garrick Theatre, where Bourchier was lessee for the first six years of the 20th century.