Born to the surgeon William Close in Greenwich, Connecticut, Close majored in theater and anthropology at the College of William & Mary. She began her professional career on stage in 1974 with Love for Love and was mostly a New York stage actress until the early 1980s. Her work included Broadway productions of Barnum in 1980 and The Real Thing in 1983, for which she won the Tony Award for Best Actress in a Play. Her film debut came in The World According to Garp (1982), which was followed by supporting roles in the films The Big Chill (1983) and The Natural (1984); all three earned her nominations for the Academy Award for Best Supporting Actress. Close went on to establish herself as a leading lady in Hollywood with roles in Fatal Attraction (1987) and Dangerous Liaisons (1988), both of which earned her nominations for the Academy Award for Best Actress.