After earning her Bachelor of Fine Arts in Theatre Performance in 2001, her grandmother suggested that she do a nursing course, but Wesley insisted on pursuing her artistic education. She joined the Juilliard School in 2001 and graduated in May 2005 (Group 34), which included a summer spent at the Royal Academy of Dramatic Art. At Juilliard, she became close friends with her Future co-star Nelsan Ellis (Group 33: 2000–2004).
Wesley had a minor role in the 2005 film Hitch, which was edited out in the final cut. However, she made her on screen debut in the lead role in 2007 film How She Move, from British Director Ian Iqbal Rashid. The character Raya Green, who enters a step dancing competition to secure funds for her education, was inspired by Tony Manero, portrayed by John Travolta in Saturday Night Fever. Prior to the shooting of the film, Wesley underwent a five-week dance rehearsal period. Portraying a woman of Jamaican descent, she also took dialect coaching for the role. Wesley auditioned for the role Tara Thornton in the HBO series True Blood in 2007 and secured the part after creator Alan Ball chose her because "[she] was the first person who showed [Tara's] vulnerable side".
In December 2006, Wesley was featured in David Hare's Broadway play The Vertical Hour. In 2007, Wesley also appeared in The Public Theater production of In Darfur by Playwright Winter Miller, co-starring Heather Raffo, Aaron Lohr among others.
In June 2011, it was reported that Wesley will star in the biopic Left To Tell based on Immaculée Ilibagiza's bestselling memoir about the Rwandan Genocide.
Wesley divides her time between Los Angeles and Astoria, Queens. In 2005, she married her former Juilliard classmate Jacob Fishel, an actor. Wesley filed for divorce on August 16, 2013, citing irreconcilable differences.
In January 2015, it was announced that Wesley had been cast in a recurring role on the NBC drama series Hannibal. She portrayed Reba McClane, "a blind woman who enters into a relationship with Francis Dolarhyde (Richard Armitage), and helps soothe his murderous urges - at least at first."
In 2016, Wesley was cast as lead character in the Oprah Winfrey Network drama series, Queen Sugar produced by Ava DuVernay and Oprah Winfrey.
In November, 2017 Wesley announced her engagement to Shonda, a female chef from New Orleans.
