Wensley joined the
Australian Public Service in 1967, working in the
Department of External Affairs in 1967. She was posted to Paris (1969–1972), returned to work in Australia, and was then given a posting in Mexico (1975–1977). During this posting Wensley was threatened with kidnapping. She and her husband, Stuart McCosker, a
veterinary surgeon, had a daughter while in Mexico. Wensley's next diplomatic appointment was in
Wellington, New Zealand (1982–1985). She was
consul general in Hong Kong from 1986 to 1988. From 1991 to 1992, she was head of the International Organisations Division of the
Department of Foreign Affairs and Trade. In 1994, Wensley was awarded an honorary Doctorate of Philosophy by the University of Queensland. She was Ambassador for the Environment from 1992 to 1996. She then became the first woman to be
Permanent Representative of Australia to the United Nations in
New York between 1997 and 2001. Wensley was then appointed as the first female
Australian High Commissioner to India, a role she held until 2004. From 2005 to 2008, she was
Australian Ambassador to France, and non-resident Ambassador to
Algeria, Mauritania and
Morocco. ==Governor of Queensland==