[1] Born and brought up in Fleet, Hampshire,[2] she was educated at Farnborough Hill Convent,[3][4] and then Girton College, Cambridge, where she studied modern languages.
[5] In an early role, Cassidy played Lola Chaves in an episode of The Bill, speaking predominantly in Spanish.
[7][8] In 2013 Cassidy joined the cast of Downton Abbey, playing the role of rehabilitated thief and lady's maid Phyllis Baxter for the show's final three series.
[7] In 2015 the cast won a Screen Actors Guild Award for Outstanding Performance by an Ensemble in a Drama Series.
[12] In 2023, she played Maria Swanson in an episode of British crime drama series The Chelsea Detective.