Another of her notable film roles was in "Boxing Helena", directed by David Lynch's daughter Jennifer Chambers Lynch. Fenn portrayed a narcissistic seductress amputated and imprisoned by Julian Sands, who makes her become his personal Venus de Milo in an effort to possess her. Fenn said of the film, "Society, Hollywood, some men... they want to wrap women up in a neat little package." Both Lynch and Fenn were proud of their work in it, but the film was ultimately a critical and commercial failure. However, both women enjoyed their collaboration. "Sherilyn is an amazing actress, a total bundle of energy and a real powerhouse and I think people will see a side of her that we have never seen of Sherilyn anywhere else before," said Lynch of the actress. "Jennifer's one of the brightest person I know," said Fenn. ""Boxing Helena was"... not perfect, but I think for the story that we were trying to tell, it turned out pretty good. What it signified was really powerful to me: how society puts us in boxes one way or another."