In 1972, Roxane moved with her mother to Sydney via London. Her stepfather is Ian "Peewee" Wilson, leader and founding member of the Australian rock and roll band The Delltones.
Roxane Wilson started her career at an early age with modeling. In 1981 she signed with the Chadwick Models agency in Sydney.
In 1983 she extended her modeling career to New York, where she signed with Wilhelmina Models and lived for three years. During her time in New York she studied acting at HB Studio and the Meisner technique with Robert Modica.
In 2014 she appeared in the Australian Theatre Company's Los Angeles production of Holding the Man opposite Cameron Daddo, Adam J. Yeend and Nate Jones; the production was directed by Larry Moss and received strong critical praise.