She is also known for playing the older version of Moira O'Hara in season one of the television anthology series American Horror Story, which garnered Conroy her first Saturn Award for Best Supporting Actress on Television nomination, and as well a Primetime Emmy Awards nomination for Outstanding Supporting Actress in a Miniseries or a Movie.

For her performance in Coven, she was nominated again for a Primetime Emmy Award for Outstanding Supporting Actress in a Miniseries or a Movie.

She was a member of Juilliard's Drama Division Group 6 (1973–1977)[5] which also included Kevin Conroy (no relation), Kelsey Grammer, Harriet Sansom Harris, and Robin Williams.

She focused primarily on her stage career for the next two decades, appearing in such productions as Our Town, The Little Foxes, and The Ride Down Mt.

In 2008, she landed a guest role in ABC's Desperate Housewives as Virginia Hildebrand, a rich woman who tries to buy the Solis family's love.

In 2010, Conroy played Madylyn, the wife of Robert De Niro's character Jack Mabrey, in the John Curran thriller Stone.

In the same year, Conroy played the recurring role of Peggy Haplin in the short-lived ABC drama series Happy Town.

During this time, Conroy was nominated for a fifth Primetime Emmy Award in the Outstanding Supporting Actress in a Miniseries or a Movie category.

For the second season, dubbed Asylum, Conroy re-joined the cast playing Shachath, The Angel of Death, alongside an unnamed prison transfer, in a multi-episode arc.

Conroy was once more cast for American Horror Story's third season during this time, Coven, being promoted to series regular, playing Myrtle Snow, a member of the Witches Council in New Orleans, Louisiana.

In 2018, Conroy reprised her respective roles as Myrtle Snow and Moira O'Hara from Coven and Murder House in Ryan Murphy's American Horror Story: Apocalypse, her seventh appearance on the show.