- Sally has a 1st class degree in Italian from Oxford University.
- Julia Louis-Dreyfus offered her a recurring guest part on Vice (2012), as she is a big fan of Phillips' sketch show Smack the Pony (1999).
- Her three favorite parts are Tash in Jam & Jerusalem (2006), the Finnish PM in Vice (2012) and Mrs Bennet in Orgulho e Preconceito e Zumbis (2016).
- In 2003, she was listed in The Observer as one of the 50 funniest acts in British comedy.
- As a child she traveled the world, because her dad worked for British Airways.
- After a few years touring the UK in small theater productions, her big break came when she was cast as Sophie, the receptionist in I'm Alan Partridge (1997).
- Auditioned for the role of Bridget in O Diário de Bridget Jones (2001), but lost the role to Renée Zellweger.
- Was originally going to play opposite Johnny Depp in 'The Man Who Killed Don Quixote' by Terry Gilliam but the movie was scrapped.
- Had a small role as a dog walker in Um Lugar Chamado Notting Hill (1999), but the scene was deleted from the final movie.
- Has three sons with her husband Andrew Bermejo.
- Met her husband on an Alpha Course in London.
- Has starred in two film adaptations of a novel, which is a revision of Jane Austen's "Pride and Prejudice"; O Diário de Bridget Jones (2001) and Orgulho e Preconceito e Zumbis (2016).
- Revealed in 2013 that she is developing a sitcom called "Stick or Twist" that reunites her with her collaborators from Smack the Pony (1999), Doon Mackichan and Fiona Allen.
- Her worst job was underling of the office services manager at Oxford City Council.
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