- The first actor to win all five major acting awards (Emmy, TCA Individual Achievement in Drama, Critics Choice, Golden Globe, Screen Actors Guild) in a single year for the same role.
- Sarah's fear of flying is so severe that whenever she really must travel by plane, she insists on meeting the pilot(s) just before takeoff so she can personally be assured by them that they are adequately experienced. She might typically ask of the crew "How long have you been doing this?" Occasionally, they will quip "This is our first day" just to tease her. Pilots familiar with her phobia will often whisper her name "Saaarrraaah" over the cabin PA system during a flight coordinates update.
- Suffers from trypophobia (fear of holes), especially bees, honeycombs, sponges, etc. Clusters of holes bother her most.
- Her mother, who was a debutante in Florida, moved Sarah and her sister to New York, where her mother supported her two children by working as a waitress at Sardi's Restaurant.
- Is good friends with Jessica Lange and Elizabeth Reaser.
- In a November 2015 radio interview with WNYC, Holland Taylor addressed the three-decade age difference between her and her girlfriend, Sarah Paulson, by joking "there's a very big age difference between us which I'm sure shocks a lot of people, and it startles me. But as they say 'If she dies, she dies.'" (Paulson is 32 years younger than Taylor).
- Was on the Time 100, a list of the 100 most influential people in the world by Time magazine, with an homage written by Cate Blanchett. (mai 2017)
- Has been in a relationship with Holland Taylor since early 2015.
- Is best friends with Amanda Peet.
- Attended and graduated from the American Academy of Dramatic Arts (AADA) in Los Angeles, California (Class of 1992).
- In L'autre soeur (1999), Sarah had done an impersonation of Flipper. She used this same skill for a dolphin character in Studio 60 on the Sunset Strip (2006).
- She was diagnosed with melanoma on her back when she was age 25. The growth was later removed before the cancer could spread.
- Sarah and her Leap of Faith (2002) co-star Lisa Edelstein met on the set of Mel Gibson's comedy Ce que veulent les femmes (2000). This was just coincidence that they became castmates again.
- Sister of casting director Liz Paulson. Paternal half-sister of Rachel Paulson.
- She appeared in two films that have been nominated for the Best Picture Oscar: 12 Years a Slave (2013) and Pentagon Papers (2017). 12 Years a Slave (2013) is a winner in the category.
- Nominated for the 2018 Emmy Award in the Lead Actress in a Limited Series or Movie category for her role as Ally Mayfair-Richards in American Horror Story (2011) (Cult), but lost to Regina King from Seven Seconds (2018).
- Tattoos on the nape of her neck: Stars, crowned with letter "C". The letter "C" is related to the name of Sarah's mother Catharine Paulson. Sarah said in an interview that considers her mother as her hero.
- Her paternal great-grandfather was the son of Danish parents (the origin of her surname). Her other ancestry includes English, French, German, Scottish and Welsh.
- Friends with Felicity Huffman. They starred together on Sur le chemin de la guerre (2002), The D.A. (2004) and Desperate Housewives (2004) where they played sisters. Both also were on New York - Police judiciaire (1990) but played in different episodes. They shared nomination for Golden Globe 2017 and Paulson won it.
- She appeared with Steven Weber in The D.A. (2004) and Studio 60 on the Sunset Strip (2006). She also appeared with Amanda Peet three times in Jack & Jill (1999), Griffin & Phoenix (2006) and Studio 60 on the Sunset Strip (2006).
- She has appeared in one film that has been selected for the National Film Registry by the Library of Congress as being "culturally, historically or aesthetically significant": 12 Years a Slave (2013).
- Moved from South Tampa, Florida to New York City at age five, and grew up in Park Slope, Brooklyn.
- Attended and graduated from Fiorella H. LaGuardina High School in Manhattan, New York City.
- Partnered with Broadway actress Cherry Jones (2004-2009). They separated amicably in 2009.
- Tattoo on her right foot: Starburst. Starburst tattoo is a symbol of ambitions, desires, goals, hope, growth and prosperity.
- Tattoo on her right forearm: "anything you do, let it come from you then it will be new" made by the celebrity tattoo artist, Winter Stone for the celebrations of her 45th birthday on December 17, 2019.
- Is occasionally mistaken for British actress Claire Foy.
- Tattoo on her left wrist: "A. M." that possibly refers to the initials of the names of her deceased dogs. Tattoo near her left ankle: Hieroglyph.
- A lifelong liberal Democrat, she endorsed the candidacy of U.S. senator Hillary Clinton for her presidential campaign. (2016)
- She was awarded a Star on the Hollywood Walk of Fame for Television at 6533 Hollywood Boulevard in Hollywood, California on December 2, 2025. Fellow actresses Holland Taylor and Amanda Peet were guest speakers at the ceremony.
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