In 1993, Alexander played Muriel in an episode of the BBC comedy-drama Lovejoy. In 1994, she played Nicky, Damien's risk-addicted weather reporter girlfriend in Drop the Dead Donkey. In 1996, she played Beatrice in the British première of Octavio Paz's only play, Rappaccini's Daughter, at the Gate Theatre Studio. She has appeared in other theatre productions, including The Vagina Monologues, Hand in Hand, The Secretary Bird, Northanger Abbey, and as Lady Macbeth in Macbeth. In the mid-1990s, she met Ben Miller when they filmed an advertisement for disposable cameras together, and through him she met Alexander Armstrong. Miller and Armstrong became friends and collaborators, and Alexander went on to appear on their Channel 4 Sketch show Armstrong and Miller (1997–2001), usually in the regular "Nude Practice" segment.