Sherry Edmundson Fry studied sculpture with Lorado Taft at the School of the Art Institute of Chicago beginning in 1900. Two years later he went to Paris, where he continued his studies at the Académie Julian and the Ecole des Beaux-Arts. He was awarded an honorable mention at the Paris Salon in 1902 and a gold medal, third class, in the 1906 Salon. During this period he worked for a time in Frederick MacMonnies's Giverny studio. In 1908 he was named a fellow of the American Academy in Rome. This allowed him to study and travel for three years, after which he returned to the United States.
Early in his career Fry became a specialist in creating fountain figures, the first public commission for one of these being the Major Clarence T. Barrett Memorial Fountain (1915) for the town of Saint George on Staten Island, New York. His contributions to Academy exhibitions from 1910 through 1914 were all fountain sculptures. Fry's commissions were not limited to this type of work. Among his other prominent pieces were an Indian figure, Mahaska, for Oskaloosa, Iowa; a Ceres for the top of the Missouri state capitol in Jefferson City; and pedimental work for the Henry Clay Frick mansion in New York. Fry also designed several sculptures for the 1915 Panama-Pacific International Exposition in San Francisco, where he won a silver medal. These included the Torch Bearer, which graced the top of Festival Hall, and several mythological creatures, Muse and Pan and Daughter of the Sea. During World War I, he served in the U.S. Army Camouflage Corps. Between 1934 and 1936 Fry executed a pedimental design, Abundance and Industry, for the U.S. Department of Labor Building in Washington, D.C.
Fry contributed regularly to the Academy's annual exhibitions, from 1908, when he showed the Mahaska, through 1923, and finally in 1931. He showed a wide selection of his allegorical figures as well as several portrait busts. He received the Elizabeth N. Watrous Gold Medal in the winter exhibition of 1917.
Fry belonged to the National Sculpture Society, and in 1920 served as vice-president of the American Academy in Rome Alumni Association. He maintained a home and studio in Roxbury, Connecticut, for many years.