She started taking dance lessons at age six and entered the School of American Ballet in New York in 1959, when she was thirteen.

Whilst a soloist, she was already given principal role, including in Balanchine's Tchaikovsky Pas de Deux, Liebeslieder Walzer and Cunningham's Summerspace.

Balanchine had no understudies for Farrell's role, so Mazzo was cast in these roles, and tasked with learning them quickly, including as Dulcinea in Don Quixote, "Diamonds" from Jewels, Symphony in C, Terpsichore in Apollo, Agon, Movements for Piano and Orchestra, as Titania in A Midsummer Night's Dream and Episodes.

[2][4][5]: 275  Other roles she was cast include Donizetti Variations, divertissement in A Midsummer Night's Dream,[2] Serenade,[6] Square Dance[7] and La Sonnambula.

[5]: 317 After she retired from performing, Mazzo started teaching at the School of American Ballet, at Balanchine's invitation.

[1][9] At the school, she formalized the syllabus of the children's division alongside faculty member Katrina Killian, based on teachings by Elise Reiman.