Menzies gained a BA (English) and a Bachelor of Fine Arts from the University of Auckland, where she founded Window Gallery (with co-founders Stephen Cleland and Luke Duncalte) within the University of Auckland Library. She studied towards a PhD in the Department of English at the University of Chicago and was appointed a Fullbright New Zealand Graduate Fellow in 2006. Menzies has worked as a curator at the Adam Art Gallery, Victoria University of Wellington.