joined Ballet de Monterrey, ran by Ann Marie DeAngelo, where she worked with former American Ballet Theatre principal dancer Cynthia Gregory, followed by two years in Belgium as a principal dancer with the Royal Ballet of Flanders. In 1995, Feijóo moved to the United States to join the Los Angeles Ballet, but never performed with the company as it went bankrupt and disbanded. DeAngelo, who had become the associate artistic director of the Chicago-based Joffrey Ballet, recruited Feijóo. She remained in the company for four years, and left when she found herself "repeating the same repertory." In 1999, she was hired by the San Francisco Ballet. She was initially offered a soloist contract but Helgi Tomasson, the artistic director of the company, allowed her to join as a principal dancer after Evelyn Cisneros and Sabina Allemann both retired the same year. She made her company debut in Nervi, Italy, when the company was on tour. The following year, she made her debut as the title role in Giselle, her favourite role, and was coached by Natalia Makarova for the Kingdom of Shades scene in La Bayadère. In 2002, she learned Balanchine's Ballo della Regina from former New York City Ballet principal dancer Merrill Ashley. She also considers dancing Kitri in Don Quixote a highlight of her career. Choreographers she had worked with include Val Caniparoli, Yuri Possokhov and Liam Scarlett, including in Possokhov's Swimmer. Outside of the San Francisco Ballet, Feijóo had performed with the Bolshoi Ballet, American Ballet Theatre and Cuban Classical Ballet of Miami. In 2004, Lorena and Lorna Feijóo performed together for the first time, in a one-night-only Boston Ballet performance of Swan Lake, with Lorna as Odette and Lorena as Odile, roles usually performed by the same dancer. Lorna's husband, Nelson Madrigal, partnered both of them. In 2005, Lorena acted for the first time in Andy García's film The Lost City as a Cuban nightclub dancer, with the dance sequence choreographed by herself with her mother's assistance. In 2008, the Feijóo sisters appeared on Sesame Street, performing Caniparoli's Lambarena. In 2011, the sisters and José Manuel Carreño performed a rendition of Swan Lake on Dancing with the Stars. In 2017, her final year in the San Francisco Ballet, Feijóo was also tasked with coaching other dancers. She left the company after a mixed-bill program in April 2017. She then gave her farewell performances as a ballet