Alex was born in Highland Park, Illinois, a suburb north of the city of Chicago, in 1973. Alex has two elder brothers. Her parents, Irv and Judy Borstein, are both mental health professionals. She and her family are Jewish. She attended San Francisco State University in San Francisco, California.
Alex trained in improv at the ACME Comedy Theatre, where she met her writing partner and future husband Jackson Douglas. Shortly after they began working together on the animated series Casper and Pinky and the Brain, Alex left her position at an ad agency – where she had written print ads for Barbie. In 1996, while still writing for Casper, Alex worked on the show Power Rangers: Zeo as the voice of Queen Machina, the queen of the Machine Empire.In 1997, Alex became a cast member on the third season of the sketch comedy show MADtv. She originally joined the cast as a featured player, but was upgraded to the repertory mid-season.
Alex was perhaps best known on MADtv for her character Ms. Swan; her other recurring characters included Eracist Anne, Stick Chick Echo, singer Jasmine Wayne-Wayne, child prodigy Karen Goddard, lounge singer Shaunda, News at Six outside-the-studio reporter Sue Napersville, and Cordo the GAP troll. When Seth Green made recurring appearances on the show as mean boss Mr. Brightling, Alex would play his mother, Mama Brightling.
While working on MADtv, Alex met Seth MacFarlane, who was then preparing to launch the animated sitcom Family Guy on Fox. MacFarlane cast Alex as the voice of key character Lois Griffin. After the show's debut in January 1999, Family Guy was cancelled by the network in 2002 but returned in 2005; as well as her role as the voice performer for Lois and several other characters throughout the series, Alex is also a producer and staff writer. She has made at least three guest appearances, once as Lois Griffin, on the Comedy Central animated program Drawn Together.
In 2000, Alex was cast as Sookie St. James in the WB dramaGilmore Girls. She portrayed Sookie in the pilot, but her MADtv contract prevented her from continuing in the role, which was recast with Melissa McCarthy. Alex made recurring appearances on Gilmore Girls throughout the show's run, first as the harpist Drella.As an actress, she has made appearances in such films as Killers and Dinner for Schmucks. She played the school principal in The Lizzie McGuire Movie, the best friend of Halle Berry's character in Catowman, and an employee at CBS News in Good Night, and Good Luck. She also had an uncredited cameo in the Will Ferrell movie Kicking & Screamingas an obnoxious coffee shop patron. She also had a small role in the movie Bad Santa.
Alex was a co-host of GSN's Celebrity Blackjack in 2004. In addition, she also appeared as a comedian contestant on IFC's short-lived, comedy-driven game show Bunk in 2012.
Alex was cast as a press secretary in the 2007 sitcom pilot The Thick of It, but the series was not picked up for broadcast. She can be seen in the upcoming comedy For Christ's Sake, which is directed by her real-life husband Jackson Douglas.In 2010, Alex joined the first season staff of the Showtime dramedy Shameless, as a writer and supervising producer. In its second season she held the position of writer and consulting producer. She also guest starred in the first season episode But at Last Came a Knock, as Lou Deckner.
Alex's production company is called Crackerpants, Inc. In 2007, they released the DVD Drop Dead Gorgeous (In a Down-to-Earth Bombshell Sort of Way), a recording of a live performance at the Alex Theatre, with opening act Teddy Towne. The title comes from one of many actual female character breakdowns Alex reads from to illustrate sexism in the industry.
Alex was nominated for an Primetime Emmy Award for Outstanding Voice-Over Performance for her Family Guy episode Lois Comes Out of Her Shell. Alex is currently appearing in an American version of the comedy Getting On, the series has gained positive reviews.