In 2016, DuVall made her feature directorial debut with the comedy-drama The Intervention, which she also wrote, starred in, and produced. The film had its world premiere at the 2016 Sundance Film Festival and was later acquired by Paramount Pictures. The Intervention received positive reviews; Andy Webster of The New York Times noted that "DuVall juggles the emotional dynamics with fluid editing and light comic touches". The same year, she starred in the independent features Zen Dogs and Heaven's Floor, and guest starred on AMC's Better Call Saul.
From 2016 to 2019, she played Marjorie on the HBO series Veep, for which she was twice nominated—along with her co-stars—for the Screen Actors Guild Award for Outstanding Performance by an Ensemble in a Comedy Series, winning in 2018.