Among Hey's best known film roles are the Warrior Woman in Mad Max 2: The Road Warrior and as a Bond girl in The Living Daylights. One of her most notable roles on television was that of the blue priestess Zhaan in Farscape, for which she was nominate

Among Hey's best known film roles are the Warrior Woman in Mad Max 2: The Road Warrior and as a Bond girl in The Living Daylights. One of her most notable roles on television was that of the blue priestess Zhaan in Farscape, for which she was nominated for best supporting actress. She left the show after three seasons because she wanted to grow her hair and eyebrows (she had to shave both for the show). and also for health reasons; the blue makeup worn over her head and chest to achieve Zhaan's appearance caused her kidneys to bleed, subsequently causing a decline in her health.

Hey has also appeared in various Australian soap operas including Prisoner as Leigh Templar, Neighbours as Beth Travers, E Street as Jennifer St. James, and Pacific Drive as Margaux Hayes.