Her television credits include Pacific Drive (1996), Casualty (2001–04), Cutting It (2005), and House of Saddam (2008).
Stephen-Daly grew up in Melbourne with her father Paul, an entrepreneur and owner of a restaurant; mother Rhonnda, a housewife; and three sisters.
She made guest appearances in a number of other Australian television shows including Blue Heelers, Big Sky, All Saints, Water Rats, Murder Call, Wildside, Farscape, Stingers and Something in the Air.
She made a guest appearance in EastEnders before landing the role as Lara Stone in the BBC One medical drama Casualty, a role she played for three years.
Stephen-Daly also appeared in The Bill, and as Samira Shahbandar, Saddam Hussein's second wife in the BBC drama House of Saddam, as well as popular children's CBBC science fiction series, The Sarah Jane Adventures.