Sokolovic started her career in theatre, she performed the role Betty in the musical The Shaggs: Philosophy of the World at Playwrights Horizons in New York City, for which she was nominated for the Drama Desk Award for Outstanding Featured Actress in a Musical. Later she performed in the play Detroit at Playwrights Horizons along with Amy Ryan, David Schwimmer, John Cullum, and Darren Pettie. In 2013, she performed in the A Streetcar Named Desire at the Yale Repertory Theatre along with Adam O'Byrne.