Khandi Alexander was born in New York City, the daughter of Alverina Yavonna (Masters), an opera and jazz singer, and Henry Roland Alexander, who owned a construction company. She was educated atQueensborough Community College. She appeared on Broadway, starring in Chicago, Bob Fosse's Dancin, and Dreamgirls. She was a choreographer for Whitney Houston's world tour from 1988–1992, and also appeared as a dancer in Natalie Cole's video for "Pink Cadillac" in 1988.
Alexander began her acting career in the late 1980s. She made her television debut on the 1985 sketch-comedy show FTV. Since the early 1990s, Alexander has concentrated on film and TV, playing supporting roles in several movies, including CB4, Joshua Tree, What's Love Got to Do with It, Poetic Justice, and Sugar Hill.
In 1995, Alexander was cast as Catherine Duke on the NBC comedy series NewsRadio. She stayed with the show until season 4 episode 7, Catherine Moves On. She played the recurring character of Jackie Robbins in medical drama series ER. Alexander has made a number of guest appearances on other television shows, including Law & Order: Special Victims Unit, NYPD Blue, Third Watch, Cosby, Better off Ted, La Femme Nikita, and Body of Proof.
In 2000, Alexander won critical acclaim for her performance as Fran Boyd, a mother addicted to drugs in the Emmy Award-winning HBO miniseries The Corner. She later appeared in the films Emmett's Mark and Dark Blue, and starred opposite Rob Lowe in the Lifetime television movie Perfect Strangers. In 2002 through 2008, she portrayed the character of Alexx Woods, a medical examiner in the CBS police drama CSI: Miami. Alexander left CSI: Miami shortly before the end of the 2007-2008 season. Her final appearance aired on May 5, 2008. On February 2, 2009, she returned to the role of Alexx Woods for a guest appearance in the episode "Smoke Gets In Your CSI's". She returned again as Alexx Woods in guest appearances in the episodes "Out of Time" on September 21, 2009 and "Bad Seed" on October 19, 2009.
In fall 2008, Alexander was cast as a lead character in the HBO drama pilot, Treme, that premiered on April 11, 2010. She played a bar owner in a neighborhood of New Orleans affected by the storm Katrina. She received critical acclaim for her performance in the show. Alexander starred in the award-winning HBO television series by David Simon from 2010 to 2013. The series ended after four seasons. She later was cast in Shonda Rhimes's drama series Scandal as Kerry Washington's character's evil mother. In 2014, Alexander was cast as older sister of Queen Latifah's character in the HBO Film about iconic blues singer Bessie Smith.