She later attended the University of Tennessee from 1979 to 1984, but left to pursue her acting career.
She is also known for her character roles in the number of mainstream and independent films as of early 2000s, and for recurring performances in television shows such as My Name Is Earl, Breaking Bad, True Blood and Justified. She played several roles in High School productions, notably as Emily in Our Town. On December 10, 2015, she returned to the University of Tennessee as a guest speaker, where she gave the commencement speech to fall graduates and was awarded an honorary Master of Fine Arts degree from the university.
Dickey has been working as a character actress in both mainstream and independent films since the 1990s.
She is known for her recurring roles as Patty on National Broadcasting Company comedy series My Name Is Earl and as Opal McHone in Columbia Broadcasting System historical drama Christy. Dickey has had several roles in films such as The Pledge, Our Very Own, Domino, Super 8, Being Flynn and The Guilt Trip.
She performed on many Broadway productions, like The Merchant of Venice (1989) and A Streetcar Named Desire (2009). Dickey has appeared in guest roles on numerous television series, including The X-Files, Frasier, Computer Society of India: Crime Scene Investigation, Gilmore Girls, The Closer, Grey"s Anatomy and Breaking Bad.
Dickey received critical praise for performance in 2010 independent drama film Winter"s Bone opposite Jennifer Lawrence.
In 2012 she plays Martha Bozeman in the fifth and sixth seasons of the Home Box Office series True Blood. Dickey appeared in the superhero film Iron Manitoba 3, directed by Shane Black in 2013. She also was cast in Bonnie and Clyde: Dead and Alive miniseries in 2013.
In 2014, she had a recurring role in the Forex series Justified.
2015 portrayed Rose Gray in the Spanish-American Thriller film Regression, in which she co-stars Ethan Hawke and Emma Watson.