DuVall made her debut in the low-budget horror film Little Witches (1996). This was followed by roles in several independent films and guest appearances on episodes of ER and Buffy the Vampire Slayer, before her breakthrough in 1998 as a goth high school student in Robert Rodriguez’s The Faculty. She also had a supporting role in the cult teen comedy Can’t Hardly Wait (1998), which included appearances by Jason Segel and Selma Blair before they were well-known.

In 1999, she had prominent roles in several films, including The Astronaut’s Wife alongside Johnny Depp; Girl Interrupted opposite Winona Ryder; the hit romantic comedy She’s All That; and the independent features Wildflowers and But I’m a Cheerleader. For her performance in Wildflowers, DuVall received rave reviews from critics. The latter film, in which she played a lesbian undergoing conversion therapy, has since developed a cult following and is often cited as a favorite among fans of LGBT cinema.

In 2012, she co-starred in Ben Affleck’s Oscar-winning film Argo, based on the Iran hostage crisis. DuVall played Cora Lijek, a Japanese-American who was one of the six American diplomats rescued from Iran in 1980. She, along with the rest of the Argo cast, received the 2013 Screen Actors Guild Award for Outstanding Performance by a Cast in a Motion Picture. Also in 2012, DuVall appeared in a recurring role on the second season of the FX anthology series American Horror Story, as Wendy Peyser.

In 2014, DuVall starred as Emma Borden, sister of Lizzie Borden (played by Christina Ricci), in the Lifetime television film, Lizzie Borden Took an Ax. She then reprised the role for the limited series The Lizzie Borden Chronicles (2015). The latter received mixed reviews, but critics praised the performances of Ricci and DuVall. Writing for The Hollywood Reporter, Keith Uhlich said the actresses “have a delectable rapport not too far removed from Bette Davis and Joan Crawford at their hag-horror peak in What Ever Happened to Baby Jane?”

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.

In 2018, DuVall appeared in an episode of the Hulu drama series The Handmaid’s Tale. She also starred in the independent comedy All About Nina, alongside Mary Elizabeth Winstead.