[1] Her film credits include Sex and Lucia (2001), Mine Alone (2001), The Other Side of the Bed (2002), Carmen (2003), Spanglish (2004), 10 Items or Less (2006), Theresa: The Body of Christ (2007), Madagascar 3: Europe's Most Wanted (2012), All Roads Lead to Rome (2015), Acts of Vengeance (2017), and Rambo: Last Blood (2019).

She played the role of Catalina Creel in the 2019 television series Cradle of Wolves (Cuna de lobos).

[5] After completing compulsory education at 16, Vega was accepted at the Andalusian Theater Center (Centro Andaluz de Teatro) stage school.

[8] Vega made her television debut in the Spanish TV series, My Father Is So Nice (Menudo es mi padre), which starred rumba singer El Fary.

The same year, she also had a minor role in the David Menkes movie I Will Survive, alongside Emma Suárez, and Juan Diego Botto.

In 2006, she co-starred with American actor Morgan Freeman in the independent film 10 Items or Less, directed by Brad Silberling.

[10] In 2019, Vega appeared in Televisa to portray the lead character Catalina Creel in the miniseries Cradle of Wolves (Cuna de Lobos), based on the 1986 original telenovela of the same title.