Vega was born in Seville, Andalucía, Spain, and takes her stage name from her grandmother. After attending a performance of Federico García Lorca's La casa de Bernarda Alba at the age of 15 she was convinced that she wanted to become an actress. After completing compulsory education at 16, she was accepted at the prestigious Centro Andaluz de Teatro stage school. After two years at the stage school and two more years studying journalism, Vega moved to Madrid.

Vega made her television debut in the Spanish TV series, Menudo es mi padre, which starred pint-sized rumba singer El Fary. After appearing in two other series in 1997 - Mas que amigos and teen drama Compañeros - she went on to grace the silver screen in 1999 in Zapping. The same year she also had a minor role in the David Menkes movie I Will Survive (Sobreviviré) alongside Emma Suárez, Juan Diego Botto and a cameo from Boy George. She made her big break in 7 Vidas, also in 1999. The series was billed as a Spanish Friends and went on to become one of the country's best-loved domestic sitcoms. Vega played Laura, a perky Andalusian girl who had come to stay with David, who had recently come out of a coma. The series was broadcast on Telecinco and finished April 12, 2006, albeit without Vega. Vega became better known in the United States after a star-making role in the 2004 James L. Brooks film Spanglish. Vega is also a model. She is signed to 1 Model Management in New York City.