- Director David Lynch was so impressed by Lee in Thị Trấn Twin Peaks (1990)' pilot episode (especially the picnic scene where Laura dances and laughs with Donna) that he wrote the role of Maddy Ferguson for her, in order to bring her back in the series.
- Actress Grace Zabriskie said on her performance in Twin Peaks: Fire Walk with Me (1992): "She gave everything she had, she gave more than she could afford to give, and she spent years coming back".
- Hit cult status and will be forever known as the beautiful blonde corpse and resultant object of mystery in the series Thị Trấn Twin Peaks (1990). People were so fascinated with Sheryl and the Laura Palmer phenomenon, that they brought Sheryl back to life on the TV series in the form of another character, Madeleine Ferguson.
- While working in Dirty Sexy Money (2007) she began getting sick often with difficult time recovering and was diagnosed with neutropenia. Following her recovery she became more involved with environmental causes.
- Gregg Araki, who directed Sheryl Lee in Chim Trắng Giữa Bão Tuyết (2014), called her performance in Twin Peaks: Fire Walk with Me (1992) "one of the greatest performances in the history of cinema".
- Good friends with Sherilyn Fenn.
- In preparation for her role in Cánh Đồng Chết (2011), she spent time in a rehabilitation center for drug addicts.
- Was married to musician/photographer Jesse Diamond, son of singer Neil Diamond. They have one child: son Elijah, who was born May 2, 2000 (six months before his parents' actual wedding).
- She was hired on BioShock 2 (2010) by accident, due to some mix up with the auditions. She plays one of the Splicers standing around a fire discussing what happened to Jack near the start.
- Was performing on stage and living in Seattle when she met director David Lynch.
- Credits David Lynch as one of the most incredible teachers that she's ever had in terms of filmmaking.
- Advocated the protection of wolves and supported environmental organization WildEarth Guardians' "Wolves in the American West" campaign. (December 2011)
- (August 5, 2011) To honor Sheryl Lee's presence in North Bend for the 2011 Twin Peaks Festival and her performance in Twin Peaks: Fire Walk with Me (1992), the Seattle Art Museum hosted a screening of David Lynch's personal 35mm print of the film.
- Was originally cast as Mary Alice Young for the ABC series Những Bà Nội Trợ Kiểu Mỹ (2004) in its pilot episode, but was replaced by Brenda Strong.
- (March 2, 2012) Participated in the 2012 Learning Ally National Record-A-Thon by recording audiobooks for people with reading disabilities, visual impairment, dyslexia, and learning differences.
- Photographed by Robert Sebree for the 1998 PETA campaign entitled "I Wouldn't Be Caught Dead in Fur", for which she reprised her Thị Trấn Twin Peaks (1990) persona as Laura Palmer. She had turned down all the other offers to bring back Laura Palmer before that. (1998)
- Received the Spirit of Sundance Award for her body of work at the 1995 Sundance Film Festival.
- Her Danh Dự (2003) character Ellie, who battles breast cancer, works with her daughter Peyton (Hilarie Burton Morgan) on a compilation CD called "Friends with Benefit" to benefit the National Breast Cancer Foundation. That CD was actually released as a tie-in album, with a portion of its proceeds going directly to the National Breast Cancer Foundation to assist in their efforts to promote early detection awareness among young women.
- Craig Sheffer called her "one of the best actresses in Hollywood" and further remarked "She's a very deep person who loves to go to those deep emotional places and just kind of let her heart be ripped out".
- Actor Lenny von Dohlen said on her performance in Twin Peaks: Fire Walk with Me (1992): "She was so brave. I don't know many actors who could do that."
- Her Vampires (1998) character Katrina was chosen by UGO.com as one of the "Top 50 Sexiest Vampires". (2008)
- (November 7, 2004) Hosted the fundraiser "Get Your Grape On! for UNICEF", a wine testing evening benefiting UNICEF.
- Photographed by Robert Sebree for the 2000 PETA India campaign entitled "Even the Most Exotic Animals Don't Belong Behind Bars". For the ad, her body was completely painted for eight hours by five women to resemble a tiger in captivity. (2000)
- Participated in the 2011 National Record-A-Thon by recording children's book titles for RFB&D (Recording for the Blind & Dyslexic)'s audiobook library. (March 2011)
- Replaced Brooke Smith as Andrea Smithson in Dirty Sexy Money (2007) after its pilot episode.
- An avid member of PETA (People for the Ethical Treatment of Animals) and has assertively campaigned against fur and mistreatment of animals.
- Received the Women in Film's "Woman of the Year" Award in 1995. (1995)
- After starring alongside Moira Kelly (in Love, Lies and Murder (1991) and Twin Peaks: Fire Walk with Me (1992)) and Craig Sheffer (in Bliss (1997)), she guest-starred on their TV series Danh Dự (2003), although she didn't have a scene with them on the series.
- Her role in Love, Lies and Murder (1991) was called by People magazine "one of the strongest TV roles of the year".
- Attended the 2011 Twin Peaks Festival. (August 2011)
- In 2011, weirdexistence.com named her character Katrina as one of the Hottest Female Movie Vampires.
- (November 15, 2000) Attended the premiere of public awareness campaign "Why Are We Here?", to raise awareness for biodiversity protection.
- According to director Iain Softley, as soon as he met Sheryl Lee, he knew that she would be perfect to portray Astrid Kirchherr in Backbeat (1994).
- Older sister of Cinematographer/Producer Paul Lee.
- For her 'I wouldn't be caught dead in fur' PETA ad, she reprized her role as Laura Palmer. It was named as one of PETA's 12 creepiest ads.
- In 2014, she revealed that she had been diagnosed with a rare blood disorder called neutropenia.
- (December 3, 2003) Attended the "UNICEF Goodwill Gala: 50 Years of Celebrity Advocacy", to raise money for the "Audrey Hepburn All Children in School Fund".
- Signed environmental activist Tom Weis' open letter calling on President Obama and Governor Romney to withdraw their support for the Keystone XL pipeline. Other signatories included climate scientist James Hansen and actors Daryl Hannah and Mariel Hemingway. (September 2012)
- Her French dubbing voice Dorothée Jemma is also the French dubbing voice of Jennifer Aniston and Melanie Griffith.
- Is friends with Lenny von Dohlen who nicknamed her 'Angel Face'.
- Named as one of horror-movies.ca's '10 Sexiest Vampires in Film' for her role as Katrina in John Carpenter's Vampires.
- (December 8, 2012) Wrote and performed poems as part of a collaborative performance along with artist Marina DeBris, dancer Maya Gabay, and musician Marla Leigh, for the U.S. National Committee for UN Women's First Annual Special Assembly: Women, Climate Change, and Human Rights.
- Grew up in Boulder, Colorado, USA.
- (Summer 1992) Starred on Broadway alongside Al Pacino in Oscar Wilde's "Salome" as the title role, in the Circle in the Square Theatre, under the direction of Robert Allan Ackerman. The play costarred Suzanne Bertish, Esai Morales and Arnold Vosloo.
- (September 16-17, 2011) Attended the Sustainable Living Association's 3rd Annual Blue & Green Ball fundraiser and the 12th Annual Sustainable Living Fair in Fort Collins, Colorado, in which a discussion about sustainability was held between her and environmental activist Alec Loorz.
- (May 30, 2009) Attended the opening of the David Lynch and Danger Mouse art exhibit "Dark Night of the Soul" in Los Angeles.
- Participated in the 3rd Munchkin's Project Pink annual breast cancer awareness campaign to raise money for breast cancer research. The project consists of the donation of celebrity-decorated and autographed bath ducks, put up for auction. (October 2008)
- Was nominated as one of PETA's World's Sexiest Vegetarian Celebrities in 2008.
- She has worked with three of the four Baldwin Brothers. With Stephen Baldwin in Fall Time (1995), co-starred with Daniel Baldwin in Vampires (1998), and appeared alongside William Baldwin on the television show Dirty Sexy Money (2007).
- Supported environmental activist Tom Weis' 2011 "Ride for Renewables" to promote renewable energy.
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