In 1997, de Matteo opened Filth Mart, an East Village clothing store with her then-boyfriend Michael Sportes. They closed the store in 2004.

De Matteo started dating musician Shooter Jennings in 2001. They became engaged on June 11, 2009, when Jennings proposed onstage at the Stanley Center during a show in Utica, New York. They have two children together, daughter Alabama Gypsyrose Jennings (born November 2007) and son Waylon Albert “Blackjack” Jennings (born April 2011). Jennings and de Matteo eventually ended their relationship without marrying. In July 2015, de Matteo became engaged to Whitesnake bass guitarist Michael Devin.

In 2004, de Matteo won an Emmy for Best Supporting Actress (Drama) for her role as Adriana on The Sopranos (season 5) and was nominated for a Golden Globe the same year, for the same role. She was ranked #42 and #56 on the Maxim Hot 100 Women of 2001 and 2002, respectively.

From 2004 to 2006, de Matteo portrayed Joey Tribbiani’s sister Gina in the Friends spin-off Joey. The show was cancelled after two seasons.

De Matteo played Angie Bolen, the mother of the Bolen family, on season 6 of the ABC show Desperate Housewives. She officially left Desperate Housewives at the season 6 finale in 2010, due to personal reasons.

De Matteo played the stepmother of Steve Wilde, the main character of the FOX comedy Running Wilde, appearing in Season 1, Episode 9. De Matteo co-starred as Krissi Cates in the film adaptation of Dark Places (2015), with Charlize Theron, Chloë Grace Moretz, and Nicholas Hoult. In 2015, she was cast as Det. Tess Nazario in the NBC drama series Shades of Blue, starring alongside Jennifer Lopez and Ray Liotta. It premiered on January 7, 2016.

De Matteo lost her apartment home of 22 years, as did dozens of other residents, when a gas explosion and raging fire destroyed three East Village, Manhattan buildings on March 26, 2015.

De Matteo and Chris Kushner began hosting a rewatch podcast of The Sopranos on March 13, 2020, called Made Women.