Wool graduated in 2004 from Wagner College, where she triple-majored in Psychology, Theater and Philosophy. Wool studied acting at the Imagined Life Theater from 2010 to 2013.

In 2010, Wool began performing with the Upright Citizens Brigade improv sketch comedy troupe. In 2010, Wool starred in the critically acclaimed short film AWOL, which received recognition from the Sundance Women in Film Panel and the Gotham Independent Film Awards before being adapted as a feature-length film in 2016. She was awarded Best Shorts Actress in 2013 by the Woods Hole Film Festival for her role in the short film Lambing Season.

In 2013, Wool was cast as Victoria in Amazon’s web series Betas.

In 2015, Wool appeared in the first season of UnREAL as Faith, a closeted Christian lesbian. She reprised her role as Faith in a 2017 web series spin off, The Faith Diaries, and returned to UnREAL in the fourth season.

In 2017, Wool was cast as a series regular in the Audience crime drama Mr. Mercedes, a series based on the Stephen King’s Bill Hodges trilogy. Mr. Mercedes has been renewed for a third season on the Audience network.