Born in Liverpool, Wilby grew up in Ormskirk, and studied at the University of York, where one of her contemporaries was fellow comic Zoe Lyons.
In 1996 she formed a band named Wilby, which released an album entitled Precious Hours[4] in July 2000 on her own label, Cat Flap Recordings.
[5] Rosie went solo and supported artists including Bob Geldof, Jamie Cullum, Midge Ure, Glenn Tilbrook and John Grant's band The Czars.
She also reached the Laughing Horse competition semi-finals in 2005 and then the Funny Women final in 2006,[8] held at the Comedy Store, compered by Shappi Khorsandi.
In 2012, she appeared at the Bloomsbury Theatre alongside Jen Brister, Zoe Lyons and Susan Calman in aid of a Stonewall UK charity event that was headlined by Sarah Millican.
Famous guests include Dolly Alderton, Brett Goldstein, Katy Brand, Richard Herring, Helen Lederer and Samantha Baines.