Applegate began working as a stripper when she was 19 years old at the Gold Club in Hartford, Connecticut. She later worked as a nude model, fetish model and dance teacher.
Applegate entered the adult film industry in 2012 at the age of 22 and initially used the stage name Kaylee Evans. Her first scene, titled "Big Butt Bouncing", was for the Mofos.com website I Know That Girl. She decided to change her stage name after noticing that both the first name Kaylee and the last name Evans were common in the industry and she wanted to differentiate herself from other porn stars. She chose the first name A.J. because she liked unisex names and the last name Applegate because she was often told that she resembled Christina Applegate.
Applegate plans to work in the adult industry for as long as possible and achieve "MILF status". She also stated that she hopes to direct and have her own production company in the future.