She was born Wendy Rose Ellis in Blackburn, and received her early training at the Carlotta School of Dance, later winning a British Ballet Organization scholarship.

Initially part of the corps de ballet, Ellis quickly progressed to solo roles such as Princess Florine in Sleeping Beauty, the Young Girl in Ashton's The Two Pigeons and Lise in another Ashton ballet, La fille mal gardée.

Ellis later danced in many Royal Ballet productions, with notable main/leading parts in ballets by Ashton (Cinderella, La fille mal gardée, Symphonic Variations, The Dream, Enigma Variations, A Month in the Country, Jazz Calendar, Les Patineurs, A Wedding Bouquet, Façade), alongside roles in his Les Rendezvous, Scènes de ballet, Birthday Offering, La Valse and Monotones I).

Among the other MacMillan works, she performed in The Rite of Spring, The Invitation, Song of the Earth, Elite Syncopations and My Brother, My Sisters.

She also danced in works by George Balanchine, Bronislava Nijinska, Hans van Manen, Jerome Robbins and John Neumeier, and in the classics, including the main role of Aurora in Sleeping Beauty.