Mary started her acting career in theater and she performed in several shows while attending Washington University. After graduating in 1930, she continued acting with the Saint Louis Little Theater and other local companies and performed on local radio shows.
In December 1933, her role at Aunt Geneva in the Little Theater’s "Solid South" caught the attention of a visiting director, F. Cowles Strickland. He invited her to join the cast for the 1934 summer season at the Berkshire Playhouse in Stockbridge, Massachusetts. When Strickland invited Mary to join the playhouse, he told Mary to think of a stage name because Wickenhauser might not fit on the marquee. Before she arrived, he sent her a letter which established her new name: “By the way, you are Mary Wickes. We’ll take the ‘E’ out if you don’t like it.”
Mary performed in eight plays and her career took off from there. She was invited back for the next four summers. During her first season with the playhouse, Mary performed on stage with Ina Clair, the famous theatre star and her favorite actress. “I am scared pink,” Mary telegrammed her mother. After working with Mary at the Berkshire Playhouse, Clair was so impressed with her, she wrote a letter of recommendation, addressed to Sam Harris, renowned Broadway producer and theater owner. While Mary did not work with Harris for several years, she used the letter to land her first New York theater role in the fall of 1934 in "The Farmer Takes a Wife".
Mary returned to the theater periodically during her career, playing roles in "The Music Man", "Oklahoma!" and "The Wizard of Oz."