Shae Peppler Cornette was born on August 20, 1986, in Chicago, Illinois. She attended Indiana University Bloomington, initially intending to study marine biology, before a professor encouraged her toward broadcast journalism. Cornette graduated with a degree in broadcast journalism and kinesiology and completed internships with MTV Networks and Showtime Networks during college. She also worked as a production assistant for CBS during Chicago Bears games.

Cornette launched her professional career at the Big Ten Network. She later became a prominent Chicago sports figure at WLS-TV (ABC 7), Campus Insiders (later Stadium), and WGN-TV. She then spent two years as a field reporter and weekend sports anchor at WFLD, where she also hosted the weekly segment, Bears Unleashed. On top of that, she co-hosted the highly rated Kap & Co. on WMVP (ESPN 1000). 

In 2020, Cornette relocated to Connecticut and joined ESPN, where she and her husband Jordan made history as the first married couple to co-host an ESPN Radio show, GameDay. She steadily grew her presence at the network, co-hosting the relaunched SportsNation on ESPN+ and becoming a regular SportsCenter anchor. In October 2025, ESPN named her the permanent host of First Take, succeeding Molly Qerim after a decade-long tenure.