Rhodes began stripping when she was 17 years old. She also did nude modeling prior to working in porn. She was later discovered by an agent while working as a webcam model. She entered the adult film industry in August 2012, shortly after her nineteenth birthday. Her first scene was with J. Mac for Reality Kings in Miami. The name Jessa in her stage name was chosen by her first agent, who told her she resembled July 2011 Playboy Playmate Jessa Hinton. The last name Rhodes was derived from the Rhodes piano.