Helen Beck entered show business at an early age. Eventually adopting the name Sally Rand (suggested to her, she said, by Cecil B. DeMille), she played in vaudeville and performed as an acrobatic dancer at carnivals and in the Ringling Bros. and Barnum & Bailey Combined Circus while still in her teens. By the time she was 20, Rand was in Hollywood, where she appeared in a number of films.

With the onset of the Great Depression she was in Chicago. She managed to earn a living by improvising a nude dance routine employing large ostrich-feather fans she had fashioned. Her great opportunity came with the opening in Chicago of the Century of Progress Exposition of 1933–34: as a publicity stunt she rode a white horse to the fair, “attired” more or less as Lady Godiva. This act won her star billing at the “Streets of Paris” concession on the Fair's Midway. There, performing a fan dance to such strains as Claude Debussy's Clair de Lune and Frédéric Chopin's Waltz in C Sharp Minor, she caused a sensation, launching a career that lasted for more than 30 years. She later created an alternative dance with large five-foot elastic bubbles.

Rand continued to perform until age 74, maintaining a lovely face and trim figure that belied her age.