Chevallier studied piano at the Conservatoires of Nancy and Strasbourg (class of Hélène Boschi) then with Bruno Rigutto in Paris.
She then continued her training at the Royal Conservatory of Brussels with Jean-Claude Vanden Eynden [fr] and Guy Van Waas.
It was during a masterclass given by Jos van Immerseel that she was fascinated by the fortepiano and therefore interested, as musician and researcher, in the historical contexts of the instruments and their technical evolution.
She has also recorded Moussorgski's Pictures at an Exhibition and Ravel's Piano Concerto for the Left Hand (with the orchestra Anima Eterna from Bruges).
It is also on an Érard piano that she plays both Légendes de Saint François by Liszt recorded on the album Fever (La dolce volta/Harmonia Mundi).