Polly Alexandra Walker was born on May 19, 1966 in Warrington, Cheshire, England. She graduated from the Rambert School of Ballet in Twickenham and began a career as a dancer, but an injury at the age of 18 forced her to change direction. She began training at the London Drama Centre and then moved to the Royal Shakespeare Company, where she performed small roles before moving on to small roles on television.

Polly got the lead role in the TV series "Lorna Doone" (1990) before making her film debut in "Path of Honor" (1991) ("Shogun Maeda"). She first attracted attention as an Englishwoman in a unit of Irish terrorists in Phillip Noyce's film "Patriot Games" (1992)