In Portugal, she did several short films before she moved to London to pursue a career in movies. In London, she did some advertisements and went to drama school.
In 2009, Wallis starred as Jane Seymour in season 3 of the Showtime drama series The Tudors with Jonathan Rhys Meyers. She took over from Anita Briem, who quit the role at the end of the second season. She returned as Jane Seymour in a dream sequence to The Tudors for the fourth (and final) season in mid 2010, this was confirmed when the first promotional picture of the season showed Jane (along with King Henry VIII, Katherine of Aragon, Anne Boleyn, Anne of Cleves, Katherine Howard and Katherine Parr) on the cover.
In 2010, Annabelle was cast in W.E. directed by Madonna and in 2011, had a minor role in the film X-Men: First Class.