Born in Paris, Pursued has long had an affinity for America. Ever since she shot her first film at the age of 14 (Jean Luc Godard's Detective), Delpy saved the money she earned to travel to New York City as much as possible. Delpy continued her pilgrimages to New York for five years before finally moving to the city in 1990.

Delpy's feature film credits demonstrate that she has worked with some of Europe's finest directors such as Godard, with whom she also made King Lear, as well as Krysztof Kieslowski (White, the second in Blue/White/Red acclaimed trilogy), Carlos Saura (The Dark Night), Agnieska Holland (Europa Europa), Bertrand Tavernier (The Passion of Beatrice) and Volker Schlondroff (Voyager). Other film credits include Villa de roses, Alan Rudolph's Investigating Sex, Beginner's Luck, MacArthur Park, Showtime's Emmy-winning original movie The Passion of Ayn Rand, An American Werewolf in Paris, Killing Zoe, Younger and Younger, among others.

BEFORE SUNSET reunites Delpy with director Richard Linklater and co-star/co-writer Ethan Hawke with whom she made Before Sunrise, in 1994. The trio had previously reunited for Linklater's innovative animated film, Waking Life, in 2001.

Both of her parents are actors (her father also a theater director), thus Delpy started learning her craft at an early age, eschewing formal classes in favor of the lessons and direction provided by them. In New York, Delpy attended the Actor's Studio for a time but mostly pursued her passion for directing. She graduated first in her class from prestigious New York University's summer directing program and has drawn from some of the acclaimed directors with whom she has worked to begin her own directing career.

Delpy made a 12-minute film called Blah Blah Blah in 1995. In 2002, she made Looking For Jimmy, which explored Los Angeles in real time cinema verite. In June 2003, her first musical album, Pursued, was released in France and will be distributed under the title, Black and Grey in other parts of Europe in 2004. Delpy composed the three songs that are on the soundtrack for BEFORE SUNSET: A Waltz for a Night, An Ocean Apart and Je T'Aime Tant.