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She won both the 1990 and 1994 Laurence Olivier Award for Best Actress for roles in the plays Electra, As You Like It, The Good Person of Szechwan (1990), and Machinal (1994) and received a further three Olivier Award nominations for her roles in Mephisto (1986), Hedda Gabler (1992), and Happy Days (2008). She made her Broadway debut playing the title role in Medea (2002), for which she earned a nomination for the Tony Award for Best Actress in a Play. She returned to Broadway in the Colm Tóibín play The Testament of Mary (2013).

In film, she played Petunia Dursley in the Harry Potter film series (2001–2010). Other notable film roles include My Left Foot (1989), Persuasion (1995), Jane Eyre (1996), The Tree of Life (2011), Colette (2018), Ammonite (2020), and Enola Holmes (2020).

Her television roles include Hedda Hopper in the HBO film RKO 281 (1999) and Marnie Stonebrook in the HBO series True Blood (2011). She played Carolyn Martens in the BBC series Killing Eve (2018–22), for which she received the 2019 BAFTA TV Award for Best Supporting Actress and two Primetime Emmy Award nominations. For her role as a counsellor in Fleabag (2019), she received a Primetime Emmy Award for Outstanding Guest Actress in a Comedy Series nomination. She starred in the BBC One series Baptiste (2021) and the Disney+ series Andor (2022).