Greca di nascita, ma pratese di adozione, ha esordito nello spettacolo in compagnia di Alessandro Benvenuti e Paolo Nativi nella prima formazione del trio cabarettistico dei Giancattivi, all'interno degli spazi culturali del Teatro Metastasio di Prato.
La trasmissione televisiva che li consacrò al successo popolare fu Non stop diretta da Enzo Trapani, nella quale i Giancattivi si esibivano a fianco del trio napoletano de La Smorfia, di Massimo Troisi Lello Arena Enzo Decaro, Zuzzurro e Gaspare e di molti altri giovani comici che avrebbero calcato le scene cinematografiche, teatrali e televisive negli anni successivi.
L'esordio al cinema avvenne nel 1982 sotto la direzione di Alessandro Benvenuti in Ad ovest di Paperino, un film in cui Athina Cenci, assieme ai due compagni di sempre, dava libero sfogo alla sua comicità surreale, intervallata a momenti di una pur blanda analisi sociale.
Le sue due prove cinematografiche più mature sono state però senz'altro in Speriamo che sia femmina (1986), per la regia di Mario Monicelli e Compagni di scuola (1988) di Carlo Verdone.
L'interpretazione di queste pellicole le è valsa, in entrambi i casi, l'assegnazione del David di Donatello quale miglior attrice non protagonista.
L'attività cinematografica (e televisiva) della Cenci è proseguita, pur se con alterne fortune, anche negli anni Novanta (Benvenuti in casa Gori, Ritorno a casa Gori e I miei più cari amici sempre di Alessandro Benvenuti e le serie TV Il coraggio di Anna e Il mastino, solo per ricordare le interpretazioni principali).
La sua profonda capacità di mescolare i toni comici a quelli drammatici, la sua vena surreale sempre presente nei dialoghi e la sua chiara sensibilità a conformarsi ai dettati della regia, hanno fatto e fanno di Athina Cenci una delle migliori attrici che il cinema italiano contemporaneo abbia conosciuto.
Nel 1999 è entrata a far parte del consiglio comunale di Firenze dopo le elezioni del 13 giugno, nelle file dei Democratici di Sinistra.
Degna di nota anche la sua presenza sulle scene teatrali.
Un discreto successo ha ottenuto la pièce teatrale La donna gigante di Lidia Ravera.
Nel maggio 2001 è stata colpita da un ictus a Firenze, e a causa di questo è stata costretta ad abbandonare l'attività artistica e politica.
Pilate and the Roman legate Veturius look on worriedly as Jesus is celebrated as the new messiah in Jerusalem, fearing an uprising. Veturius decides to have Jesus arrested as soon as a suitable opportunity presents itself. Judas is delighted by the reception Jesus is receiving, and quickly wants to win over the influential merchants to the cause which would make him the king and the liberator of the Jews.
A Venetian countess, pregnant with illegitimate child, befriends her also pregnant servant girl and they almost become more than friends, but her family, infuriated over her scandalous pregnancy, has a plan for her and the baby.
Alex, a high-school boy fond of rock and punk music, falls in love with Adelaide, who shares his feelings but doesn't want to get too involved because she will soon leave for studying in America. Alex gets relief in music and his friend Martino who leads what looks to him as a more complete life.
7 segments about life in 1990s Italy: two MPs from the opposite sides of the political spectrum spend the night together; during their honeymoon, a woman cheats on her husband with her favorite soap opera star; a married man pretends to be ill to seduce his younger nurse; a family discovers that their son's beautiful fiancée is transgender; an unsatisfied single woman is duped by her celebrity crush for Kevin Costner; two best friends want to have fun; a couple on a tropical holiday is fascinated by their indigenous masseuse.
The Benedetti family's wealth comes from gold stolen from the French army during the 18th century. When Jean (Michael Vartan), the lieutenant guarding the coins -- and lover of Elisabette Benedetti (Galatea Ranzi) -- is executed for a crime he did not commit, Elisabette curses the family. Bad luck travels from generation to generation. As the latest Benedettis tell their children about their eccentric grandfather, the children worry that the family curse will be passed on.
Ugo Maria Volpone is a very rich shipowner. He dissimulates to be close to die in order to have the attention of three of his friends: Corvino, Voltore and Corbaccio. The three accepts every kind of humiliation and money loss in order to inherit all Volpone's fortune. Volpone hires a new servant, Mosca. Together the two start to realize new jokes and extortions to the three greedy fake friends. Who will win the inheritance?
A serial killer is terrifying the prostitutes in a big Italian city. After few barbaric murdering four prostitutes Lena, Angela, Nadine and Stella decide to unify and try to self-defend themselves. The police and all the other prostitutes agree with the four and the hunting is open. Who is the cruel killer?
"The Family," an album with a velvet cover, is meant to touch the extended family of man. Formal portraits, bookends in this 80-year saga, enclose the central story, which opens with the baptism of Carlo, a baby in his grandfather's lap, and ends with Carlo as a grandfather with a baby in his arms. And never once do we get out of the house, whose rooms provide the film's structure. Comfort or passion? Carlo couldn't really decide until it was too late.
Let's Hope It's a Girl is a multifaceted exploration of the pointlessness of sexual stereotypes. Liv Ullmann is a countess who, after her divorce, takes over the family farm. Realizing that she can't rely on the patriarchal society structure for assistance, Ullmann runs the farm herself with the help of her female servants and relatives. When the Count (Philipe Noiret) comes back into her life, he and his male buddies find themselves outclassed by the expertise of the ladies.
It is the first film of the comedy trio "I GianCattivi", formed by Athina Cenci, Francesco Nuti and Benvenuti, who won the Nastro d'Argento for Best New Director. The film is set in Florence, Tuscany, with some scenes shot in Prato.The title is an inside joke that refers to the Tuscan village of Paperino, which is a district of Prato; the film's surreal and grotesque undertones are also hinted by the title itself, since "Paperino" is also the Italian name for Donald Duck.