After working as a solicitor at Coltmans and as an Associate for the then Justice James Gobbo at the Supreme Court of Victoria, McSherry commenced her academic career at Monash Law School in 1991.
She was appointed in 2005 to the position of Louis Waller Chair of Law and Associate Dean (Research).
McSherry has co-authored Issues Papers for the Victorian Sentencing Advisory Council and the Law Reform Commission of Victoria and has acted as a consultant on enquiries by other state governments.
In 2015, she was a member of the panel reviewing post-sentence detention and supervision of sex offenders in Victoria.
McSherry retired from full-time academic work in mid-2021 and retains an honorary position as an Emeritus Professor at Melbourne Law School.