She joined Jerome Robbins' touring company, Ballets USA, in 1961. She was a New York City Ballet apprentice at the time, but after learning that George Balanchine decided not to cast apprentices in The Nutcracker, she auditioned for Ballet USA out of curiosity, and unbeknownst to her, the company happened to be searching for a "naive-looking" ballet dancer to perform Robbins' Afternoon of a Faun.[2] After Ballets USA disbanded, she returned to New York City Ballet in 1962. In 1964, an eighteen-year-old Mazzo danced her first lead role, in Balanchine's La Valse.[2] In 1965, she was named soloist. Whilst a soloist, she was already given principal role, including in Balanchine's Tchaikovsky Pas de Deux, Liebeslieder Walzer and Cunningham's Summerspace.[2]
Mazzo was promoted to principal dancer in 1969. The same year, she originated the role of Mauve Girl in Robbins' Dances at a Gathering.[2] Suzanne Farrell, Balanchine's muse, left the company shortly before Mazzo's promotion. Balanchine had no understudies for Farrell's role, so Mazzo was cast in these roles, and tasked with learning them quickly, including as Dulcinea in Don Quixote, "Diamonds" from Jewels, Symphony in C, Terpsichore in Apollo, Agon, Movements for Piano and Orchestra, as Titania in A Midsummer Night's Dream and Episodes.[2][4][5]: 275 Other roles she was cast include Donizetti Variations, divertissement in A Midsummer Night's Dream,[2] Serenade,[6] Square Dance[7] and La Sonnambula.[8]
In 1970, she created roles in Balanchine's Suite No. 3 and Robbins' In the Night.[1] The 1972 New York City Ballet Stravinsky Festival was deemed a breakthrough in Mazzo's career,[5]: 275 when Balanchine made three ballets on her, Stravinsky Violin Concerto, Duo Concertant and Scherzo à la Russe.[2] With Farrell's return to New York City Ballet in 1975, roles that were danced by Mazzo for the last few years were returned to Farrell.[4] Mazzo later created three more roles for him, in Union Jack in 1976, Vienna Waltzes in 1977 and Robert Schumann's Davidsbündlertänze in 1980.[1] Mazzo retired from performing in 1981, the year her son was born,[2] as she felt that with the performance schedule, she would not have enough time with her family.[9] Prior to his death, Balanchine gave the rights to Duo Concertant to Mazzo.[5]: 317
After she retired from performing, Mazzo started teaching at the School of American Ballet, at Balanchine's invitation. She joined the school's permanent faculty in 1983, and was named co-chairman of Faculty in 1997, then chair of faculty in 2018.[1][9] At the school, she formalized the syllabus of the children's division alongside faculty member Katrina Killian, based on teachings by Elise Reiman.[9] Mazzo stepped down from the position in June 2022, but continues to teach advanced classes.[9][10]