Even so, at the time, living in New York City, she had to go back to doing catering jobs 'because I didn't have any money'. She appeared in the Coen brothers' Miller's Crossing (1990), a 1930s mobster drama in which she first gained wide exposure. She appeared in The Imagemaker (1986), her first movie screen role, in which she played a stage manager. Throughout the 1980s, she appeared in several television programs, including Simon & Simon, Kojak, and CBS Summer Playhouse. Harden's first film role was in a 1979 student-produced movie at the University of Texas.
In 1988, Harden received a Master of Fine Arts from New York University's Tisch School of the Arts. In 1980, she received a BA in theatre from the University of Texas at Austin. In 1976, Harden graduated from Surrattsville High School in Clinton, Maryland. Harden's family frequently moved because of her father's job, living in Japan, Germany, Greece, California, and Maryland. Harden's brother is named Thaddeus, as are her father and her former husband. She is one of five children, having three sisters and one brother.
Harden was born on Augin La Jolla, California, the daughter of Texas natives Beverly Harden (née Bushfield), a housewife, and Thad Harold Harden (1932–2002), who was an officer in the United States Navy.