Although seeing herself as a dancer, Theron at 16 won a one-year modelling contract at a local competition in Salerno and with her mother moved to Milan, Italy. After Theron spent a year modelling throughout Europe, she and her mother moved to the US, both New York City and Miami. In New York, she attended the Joffrey Ballet School, where she trained as a ballet dancer until a knee injury closed this career path. As Theron recalled in 2008:
I went to New York for three days to model, and then I spent a winter in New York in a friend's windowless basement apartment. I was broke, I was taking class at the Joffrey Ballet, and my knees gave out. I realized I couldn't dance anymore, and I went into a major depression. My mom came over from South Africa and said, 'Either you figure out what to do next or you come home, because you can sulk in South Africa'.
At 19, Theron flew to Los Angeles, on a one-way ticket her mother bought for her, intendin