Mesquida grew up in Le Pradet, a little town located in southern France. Her mother, writer Françoise Mesquida, is French/Spanish and her father is Italian/American, but Mesquida never got to know him. Mesquida is fluent in English and French, and she also speaks Spanish, Italian and German.
She was discovered at the age of 11, while walking on a road with her mom, by French director Manuel Pradal who was in the middle of the casting process for his movie Marie from the Bay of Angels (Marie Baie des Anges) at the time. She took part in the shooting during the summer after their encounter.
In 1998, she also played opposite Isabelle Huppert in The School of Flesh (L'École de la Chair) by Benoît Jacquot. A few years later, she crossed paths with the renowned director who would make her well-known and, according to Roxane, who made her learn her craft: Catherine Breillat. First they collaborated in Fat Girl (À ma sœur !), then in Sex Is Comedy, and they worked together again in 2006 on The Last Mistress, with Asia Argento.
In 2006, Mesquida played alongside Vincent Cassel in Sheitan, by Kim Chapiron, after which she decided to move to the United States. She spent several months in New York, where she attended The Barrow Group with Anne Hathaway, before settling in Los Angeles.
Mesquida then played in Kaboom, by independent filmmaker Gregg Araki, as well as in Rubber by Quentin "Mr. Oizo" Dupieux. She also starred in Buck 65's music video, "Paper Airplane", and in Gruff Rhys's, "Shark Ridden Waters".
From 2011 to 2012, Mesquida played Béatrice, the sister of Louis Grimaldi (Hugo Becker) in the fifth season of the American teen drama television series Gossip Girl. She also starred in the New Zealander film The Most Fun You Can Have Dying by Kirstin Marcon, as well as Kiss of the Damned by Alexandra Cassavetes (the daughter of John Cassavetes), and Homesick by young independent filmmaker Frédéric Da. In 2012, she was cast in the Canadian action television series XIII: The Series, and appeared in Marilyn Manson's music video for "No Reflection".
Mesquida was spotted by Elite Model Management when she was 14 and she has been working as a model since then. She is currently signed by worldwide modeling agency IMG Models.
Over the years Mesquida has worked with many renowned photographers such as Karl Lagerfeld, Ellen von Unwerth for Russian Vogue, Corinne Day for French Vogue, she did the cover of Italian Vogue photographed by Paolo Roversi, the cover of French Playboy photographed by François Rotger, as well as the covers of British Asos, Crash magazine, Citizen K, Express Style, among many others. She also appeared in countless magazines, such as Teen Vogue, Vanity Fair, Harper's Bazaar, Self Service, Rolling Stone, Italia, L'Uomo Vogue, Jalouse, L'Officiel, Above, Velvet, and No.
She appears in an art video for Opening Ceremony.
She is also the muse of shoe designer Jerome C. Rousseau.
Mesquida's style has been praised by many Fashion magazines around the world, such as Vogue, French Vogue, etc.
Mesquida wanted to go to art school (the Beaux-Arts) but finally abandoned the idea to pursue her career in acting. She is still passionate about the arts and often visits museums. Her favorite painting is The Scream by Norwegian expressionist painter Edvard Munch.
She is known for being an avid movie-goer (she watches about 400 movies a year) and for choosing her movies very carefully. Among her favorite movies are Béla Tarr's Sátántangó, Carlos Reygadas's Silent Light, Claire Denis's Beau Travail (Good Work), Bruno Dumont's Humanité (Humanity) and Abdellatif Kechiche's Black Venus.
Following her collaboration with Quentin Dupieux, a.k.a. Mr. Oizo, and Gaspard Augé from Justice (band) on Rubber, Mesquida started DJing with American rapper MDNA in Fashion events.
She lives in Charlie Chaplin's former house in West Hollywood.
Mesquida is currently writing a book with her mother.