Ellen, a native New Yorker, first established her talents in New York City comedy clubs. In 1991, she landed minor roles in Season 2, Episodes 22 and 24 of In Living Color before being approached by the producers of Saturday Night Live, for what was to become a four-year stint on SNL. Ellen portrayed such characters as Zoraida, a smart-aleck NBC page who bothers the celebrity hosts of the show, and Queen Sheniqua, the Afrocentric critic who appears on Weekend Update; she also impersonated Anita Hill, Whoopi Goldberg, Joycelyn Elders, and Natalie Cole. In 1995, she left SNL to star in Cleghorne!, a sitcom that aired for one season on The WB network. In it, Ellen played single mother Ellen Carlson. Cleghorne! was cancelled after 12 episodes.

Cleghorne also appeared, off and on, on the cult TV show The Adventures of Pete and Pete, which aired on Nickelodeon. Cleghorne played a bus driver whose main function was as the love interest of Pete's regular bus driver. One bit of subtle humor from the show was that, in contrast to her SNL personas as outspoken and/or Afro-centric persons, her role consisted of her acting almost exactly the same as her white male love interest on the show, and their personalities could be best described as "plastic."

Although Cleghorne has appeared in independent films and comedy segments since the cancellation of Cleghorne!, she has faded from mainstream entertainment. This was referenced in the 2005 made-for-DVD movie Stewie Griffin: The Untold Story when Stewie asks his future self if Ellen Cleghorne ever found a successful vehicle to star in.

She has had a series of skits played recently on XM radio's channel 150, which features uncensored comedy.