Appleby began her acting career at the age of four, starting with advertisements for various products such as Cheerios and M&M's. She started acting and taking acting classes because her parents were concerned that she was so shy and introverted. Her first advertisement was for Raisin Bran, but it was never aired. She made guest appearances on many television programs, most notably thirtysomething (1987), Doogie Howser, M.D. (1989), ER (1994), Baywatch (1989), Xena: Warrior Princess (1995), 7th Heaven (1997), Beverly Hills, 90210 (1990), before landing her break-out role in the series Roswell (1999–2002), where she tried out for the roles of Isabel and Maria before landing the leading role of Liz Parker.