[4] Winburn's musical career began when she entered a talent contest at the Isis Theater in Kokomo, Indiana, placing second after singing the Ethel Waters song "Lovey Joe" and accompanying herself on guitar.

[5] Winburn adopted the stage name so she could pass as Spanish, despite not knowing the language, in order to get more work than she could if club owners and customers knew she was African-American.

[4][6] From there she moved to Omaha, Nebraska, where she sang and played guitar for a variety of territory bands, or groups whose touring activities and popularity were geographically limited to several adjoining states.

In 1938, she took the reins of the Oklahoma-based Kansas City Blue Devils, and she toured with them into 1939 as Anna Mae Winburn and the Cotton Club Boys;[5] this group at one point included the guitarist Charlie Christian.

[3][7] At a time when many American male musicians were lost to the World War II draft, in late 1941, Winburn was hired to join the International Sweethearts of Rhythm.

[6] In the 1986 documentary film International Sweethearts of Rhythm, Winburn reported of her first meeting, "I said 'What a bunch of cute little girls, but I don't know whether I could get along with that many women or not.'

They participated in multiple "battle of the sexes" concerts with other prominent big bands of the time, including those of Fletcher Henderson, Erskine Hawkins and Jimmy Dorsey.

Anna Mae Winburn and Her Sweethearts performed at the eighth Cavalcade of Jazz concert held at Wrigley Field in Los Angeles on June 1, 1952.

The concert was produced by Leon Hefflin Sr. and other featured artists were Jerry Wallace, Toni Harper, Roy Brown and His Mighty Men, Louis Jordan, Jimmy Witherspoon, and Josephine Baker.