In 2015, Oduye co-starred with Steve Carell in Adam McKay’s comedy-drama The Big Short, which won the Academy Award for Best Adapted Screenplay. In 2017, she co-starred in the drama thriller The Dinner, with Richard Gere. In 2018, she appeared in films Geostorm and Widows. In 2019, she played activist Nomsa Brath in the Ava DuVernay's miniseries When They See Us.