Cazalet is the daughter of Sir Edward Cazalet, a retired High Court judge, and his wife, the Hon. Lady Camilla Jane Cazalet (née Gage). She has two older brothers, David Benedict Cazalet and Henry Pelham Cazalet. Henry, known as Hal, is a composer and opera singer, with whom Cazalet sings professionally in a jazz trio.
Cazalet's first major television role was that of Zandra Plackett in Bad Girls, a part she played for two years until the character died of a brain tumour. The episode where Zandra died was the highest ever rated episode of Bad Girls with 9,490,000 viewers.She later played the lead role of barrister Annie Quick in New Street Law. Cazalet has also made guest appearances in Hustle, Judge John Deed, Waking the Dead and Holby City. She has played four different characters in episodes of The Bill, including a corrupt CPS officer attempting to frame DI Manson for murder and corruption, and the wife of a toy shop manager who robs her husband's store.
Cazalet's film credits include EMR and Lady Godiva.