O'Kelley began her acting career in commercials. In the 1990s, she founded a resource center for aspiring actors in Chicago that provided workshops, career consultations and seminars. As of the late 1990s, she began her career on television, including guest-starring roles on Frasier, Suddenly Susan, Everybody Loves Raymond, Two and a Half Men, CSI: Crime Scene Investigation, Back to You, Malcolm in the Middle and starring roles in short-lived series Emeril and That Was Then. She also had a recurring role in The WB family drama series Gilmore Girls, as Nicole Leahy from 2003 to 2004.