Owned by Major Eustace Loder and trained by Peter Gilpin, she won nine races from nine starts as a two-year-old in 1903.
The following year, Pretty Polly won the 1,000 Guineas as 1-4 favourite, winning easily by three lengths in record time. Other wins as a three-year-old were the Epsom Oaks, the Coronation Stakes at Royal Ascot, the Nassau Stakes at Goodwood, the St. Leger Stakes (completing the fillies' Triple Crown) and the Park Hill Stakes with jockey William Lane.
Pretty Polly stayed in training as a four and five-year-old, winning six more races, including the Coronation Cup in 1905 and 1906.
In total, the horse won 22 of her 24 races, losing only in Paris in 1904 and in the 1906 Ascot Gold Cup.
As a broodmare, Pretty Polly's offspring were unsuccessful in racing. However, all four daughters were successful as broodmares, founding the Pretty Polly family which remains important in the Stud Book. Descendants of Pretty Polly include Brigadier Gerard and the Derby winner St. Paddy.