Alexandra Elizabeth Sheedy was born in New York City[1] on June 13, 1962, and has a brother and a sister. Her mother, Charlotte (née Baum), is a writer and press agent who was involved in women's and civil rights movements,[2] and her father, John J. Sheedy Jr., is a Manhattan advertising executive.[3] Sheedy's mother is Eastern European Jewish, and her father is of Irish Catholic background.[4] Her maternal grandmother was from Odesa, Ukraine.[5] Her parents divorced in 1971.[6]
She attended the Bank Street School for Children, followed by Columbia Grammar & Preparatory School in New York City, graduating in 1980. She started dancing with the American Ballet Theatre at age six[7] and was planning to make it a full-time career. She gave up dance in favor of acting full time, however, and then started studying with acting teacher Harold Guskin.[8] At age 12 she wrote a book, She Was Nice to Mice, which was published by McGraw-Hill Education and became a best-seller.[7] The story was released in 1976 as a spoken word album on the Caedmon label (TC 1506).[9] On June 19, 1975, she appeared on the game show To Tell the Truth as herself promoting the novel which was on the adult reading list.[10][11][12]
At age 18, Sheedy relocated to Los Angeles, California, where she enrolled in the drama department at the University of Southern California.[13] Sheedy concurrently began her acting career and intermittently completed three years' worth of courses toward a BFA degree in acting.[13]
In 1999, Sheedy took over the lead role in the off-Broadway production of the musical Hedwig and the Angry Inch. She was the first cis-gender female to play the part of the genderqueer Hedwig, but her run ended early amid "mixed" reviews.[15] That same year, she was cast as a lead actress in Sugar Town, an independent film that featured an ensemble cast of actors and musicians.[16]
She was reunited with Breakfast Club co-star Anthony Michael Hall when she became a special guest star on his television show The Dead Zone, in the second-season episode "Playing God", from 2003.[17]
Sheedy has also appeared in the 2007 episode "Leapin' Lizards" of C.S.I., in which she played a woman who murdered her boyfriend's wife while mixed up in a cult. On March 3, 2008, Sheedy was introduced as the character Sarah in the ABC Family show Kyle XY. In 2009, she played the role of Mr. Yang on the USA Network television show Psych (in the third-season finale), a role that she reprised in the fourth season, fifth season, and seventh season finales.
Sheedy dated Richie Sambora, Bon Jovi's guitarist, for less than a year in the 1980s. She stated in Los Angeles Times that the relationship led her to abuse drugs, a claim Sambora denied.[22] In 1985, Sheedy was admitted to Hazelden Foundation and in the 1990s was treated for a sleeping pill addiction,[6] an experience she drew on for her role as a drug-addicted photographer in High Art.[23]
On April 12, 1992, Sheedy married actor David Lansbury, the nephew of actress Angela Lansbury and son of Edgar Lansbury. They have a son, Beckett, born in 1994. Beckett is a trans man from whose transition Sheedy says she "learned a lot".[24] In 2008, Sheedy announced that she and Lansbury had filed for divorce.[1]
In January 2018, Sheedy tweeted the #MeToo hashtag along with the names of James Franco and Christian Slater, implying that they have been sexually abusive to her, but later deleted the tweets. Franco later stated that he did not know why Sheedy tweeted the accusations.[25][26]