Carey made her stage debut in October 1916, aged 18, as Princess Katherine in an all-female production of Henry V. She joined Sir George Alexander's company at the St James's Theatre playing Jacqueline, a French Countess, in The Aristocrat. After a succession of West End roles in light comedy, Carey took on further Shakespearean parts, appearing at Stratford-upon-Avon as Anne Page, Perdita, Titania, Miranda and Juliet. Over the next few years she added Hermia, Celia and Olivia to her Shakespearean repertoire, in between regular appearance in West End comedies.