Cave competes internationally for Wales and Great Britain. Growing up Cave swam, ran cross country and was a surf lifeguard. Cave met German triathlete Torsten Abel in 1999 in Portugal.
The couple are currently separated.
In February 2013, Cave was diagnosed with skin cancer. In 2002 she was nominated for the Welsh Sports Personality of the Year Award.
On 28 March 2008, at the Ford Ironman 70.3 California triathlon, Cave came in third place behind Erika Csomor and Mirinda Carfrae. At the 2010 Ironman World Championship 70.3, she took second place.
On 9 September 2012, at the Ironman 70.3 World Championship, Cave came in first place.
On 13 October 2012, at the Ironman World Championship, Cave came in first place. Cave struggled with injury in 2013 and though she made the start line in both events, she finished 12th in both the 70.3 and Ironman World Championships.