She graduated in 2011 from the Yale School of Drama.
She started her career in theater, performing the role Betty in the musical The Shaggs: Philosophy of the World at Playwrights Horizons in New York City, for which she was nominated for the Drama Desk Award for Outstanding Featured Actress in a Musical. Later she performed in the play Detroit at Playwrights Horizons along with Amy Ryan,David Schwimmer, John Cullum, and Darren Pettie. In 2013, she performed in A Streetcar Named Desire at the Yale Repertory Theatre along with Adam O'Byrne.
In 2013, Sokolovic played Gwen, a prostitute in the crime thriller Cold Comes the Night, directed by Tze Chun and starred by Alice Eve and Bryan Cranston. It was released domestically on January 10, 2014.
In 2014, Sokolovic played Maveen Lyttle in the crime film Every Secret Thing along with Diane Lane, Elizabeth Banks, and Dakota Fanning, directed by Amy J. Berg, and released on May 15, 2015.