Sally attended the University of Missouri, where she received a B.A. in French. She received an MA in International relations from Johns Hopkins University. She was also a Fulbright scholar at the Institut d'Études Politiques de Paris. She worked as legislative assistant to Texas Senator Lloyd Bentsen during his 1976-onwards mandate. She was United States Ambassador to Grenada and Barbados from 1979 to 1981. At the Center for International Affairs from 1981 to 1982 she was International Fellow, frequent campus lecturer and "op-ed" writer. In the Clinton administration, she was an Assistant Administrator of the United States Agency for International Development. She was also Deputy Secretary-General of the Organisation for Economic Co-operation and Development. She was Vice-President for the Bankers Trust in New York City; she also worked for Valero Energy Corporation. She has taught at Georgetown University, Texas A&M University, the Pontifical Catholic University of Chile, and Harvard University‚s John F. Kennedy School of Government. She has been involved with Helen Keller International, the National Endowment for Democracy, the International Planned Parenthood Federation, the National Democratic Institute for International Affairs, the Atlantic Council of the U.S, the Center for International Environmental Law, the American Hospital of Paris, the Osgood Center for International Studies, the American Academy of Diplomacy and others. She is currently a board member of the Pan American Health and Education Foundation and serves as Director of the La Pietra Coalition at Vital Voices.