Technically, "in the gallery" means she works inside the building. "At the gallery" can mean either she works inside the building, or on the territory of the gallery (perhaps she does the landscaping and gardening for the gallery, so her work is "outside" the gallery). Pretty nuanced though, you're fine to say either one.
Oops, false friend in many languages. I understood "Meine Mutter arbeitet auf der Galeere" (German), "Ma mère travaille comme galérien" (French). In English, that would be something like "My mom is working as a galley slave". In Russian, would that be "Моя мама работает в галере." ?