Shefali Pryor grew up in Sydney where she graduated with First Class Honours from the Sydney Conservatorium of Music. During her studies she participated in numerous programs with the Australian Youth Orchestra and was a member of the Sydney Sinfonia. Upon graduating she joined the Sydney Symphony Orchestra as Second Oboe. 

In 2004 and 2005 she was granted leave in order to study with Stefan Schilli at the Mozarteum University in Salzburg. Not long after her return to Australia she was appointed Associate Principal Oboe. In 2006 she won the Other Instrumental category of the Symphony Australia Young Performer Awards. She has performed as soloist with the Sydney, Melbourne and Tasmanian symphony orchestras, including performances with violinist Nigel Kennedy in 2006. 

Shefali Pryor has performed as guest principal with the Australian Chamber Orchestra and the Auckland Philharmonia, and as a casual musician with the Australian Opera and Ballet Orchestra and the Tasmanian Symphony Orchestra. She is a founding member of the Sydney Omega Ensemble and has performed with the Australia Ensemble, Sydney Soloists, and Southern Cross Soloists as well as with the staff of the Sydney Conservatorium, where she teaches oboe.