When Fredi moved to Harlem with her family, she quit school to pursue an acting career and help her family out financially. She started her career as a dancer in Shuffle Along, one of the few black plays on Broadway. Pretty soon, she moved up to becoming a popular featured dancer because of her talent and looks. Around this time, she also became friends with Josephine Baker who was also getting her start in this play.
Her first movie role was in the 1929 short film Black and Tan where she played a dancer with a heart condition. She had small roles in the classic Paul Robeson film The Emperor Jones and in Cab Calloway's Hi-De-Ho (a short film). Her biggest and most identifying role came in 1934, the year she played Peola in the film classic Imitation of Life.