Sykes began her stand-up career at a Coors Light Super Talent Showcase in Washington, DC, where she performed for the first time in front of a live audience in 1987.
She was first recognized for her work as a writer on The Chris Rock Show, for which she won a Primetime Emmy Award in 1999. In 2004, Entertainment Weekly named Sykes as one of the 25 funniest people in America. She is also known for roles such as Barbara Baran in The New Adventures of Old Christine (2006–2010), herself in Curb Your Enthusiasm (2001–2011), and Daphne Lido in Black-ish (2015–present).
Aside from her television appearances, Sykes has also had a career in film, appearing as Ruby in Monster-in-Law (2005), Carla Dunkirk in My Super Ex-Girlfriend (2006), Rita Daniels in Evan Almighty (2007), and Nurse Borman in License to Wed (2007), as well as voicing characters in animated films such as Stella in Over the Hedge (2006), Bessy in Barnyard (2006), Innoko in Brother Bear 2 (2006), Chloe in Rio (2011), Granny in Ice Age: Continental Drift (2012), Granny in Ice Age: Collision Course (2016) and Wage in UglyDolls (2019).