Discovered by Elmo de Witt, for whom she made her debut film Vergeet My Nie (1976).
Attended and graduated from the Central School of Speech and Drama in London, England.
Attended Rhodes University, where she received her honors degree in drama. She later received an honorary Litt.D degree from the university in April 2004.
Krige was John Harrison's first choice to play Lady Jessica in the miniseries Dune (2000), but was unavailable due to scheduling conflicts. However, actress Saskia Reeves was unavailable for the miniseries Children of Dune (2003) (she had to withdraw from the miniseries because of pregnancy), so Krige was reoffered the role.
She was awarded the Saturn Award for her work as the Borg Queen in Star Trek: First Contact (1996).