McCloskey was educated in Saint Joseph’s University, Philadelphia, which she attended on a sports scholarship.
Her story “Another Country” was anthologized in The Faber Book of Best New Irish Short Stories (2005), edited by David Marcus. In 2009, another of her short stories, “This Isn’t Heaven” was selected by Richard Ford as one of the prize-winning stories in the 2009 Davy Byrne’s Irish Writing Award and was anthologized in Davy Byrne’s Stories. Later, after her father was made head coach of the Portland Trail Blazers in 1972, the family moved to Oregon.
While living in Sligo, she played basketball with the Sligo All-Stars team
In 1998, after a brief return to Philadelphia, she moved to Dublin and completed a Master of Philosophy Degree at University College. She still lives in Dublin.
She is a regular reviewer for the Irish Times and has written various pieces for a number of publications, including The Guardian, Elle and The Dublin Review. In 2009/2010 she was the Writer Fellow at Trinity College, Dublin, where she taught on the M. Philosophy course in creative writing.
She has worked in the United Nations’s Kenya-based office co-ordinating international aid to Somalia.
She has also lived in Kosovo.
She is a member of the Rapid Response Corps of the Irish Department of Foreign Affairs, a panel of personnel available for deployment around the world by United Nations agencies in times of emergency.