After leaving school in the late 1970s, Hogg worked as a photographer and began to make experimental super-8 films after borrowing a camera from Derek Jarman, who became an early mentor after a chance meeting in Patisserie Valerie in Soho. One of these, a film about a kinetic sculpture by artist Ron Haselden, won her a place to study direction at the National Film and Television School. In 1986, her graduation piece called Caprice starred Tilda Swinton. On graduation, Hogg directed several music videos for artists such as Alison Moyet, and won her first television commission writing and directing a programme segment for Janet Street Porter’s Channel Four series Network 7, Flesh + Blood. In the 1990s, Hogg directed episodes of London Bridge, Casualty and London’s Burning. She also directed the EastEnders special EastEnders: Dot’s Story (2003).

The film received critical acclaim, premiering at the London Film Festival in 2007 and winning the FIPRESCI International Critics Award. It also won the Guardian First Film Award in 2008 and the Evening Standard British Film Awards ‘Most Promising Newcomer’ Award in 2009, as well as being nominated for their Best Film Award and earning Hogg a nomination for the London Film Critics’ Circle ‘Breakthrough Filmmaker’ Award in 2009.

Her second film, Archipelago, shot on the island of Tresco had its UK premiere at the 2010 London Film Festival, where it was nominated in the Best Film category. It was released in the UK on 4 March 2011 by Artificial Eye.

Her third film Exhibition starred musician Viv Albertine and artist Liam Gillick and also featured Hogg’s long-time collaborator Tom Hiddleston. The film premiered at the Locarno Film Festival in 2013. Peter Bradshaw writing in The Guardian hailed it as ‘a masterful cinematic enigma’ awarding it the full five stars.

In 2015 Hogg directed Harold Pinter’s unproduced film screenplay adaptation of the short story by Karen Blixen “The Dreaming Child” for Radio 4, adapting the screenplay with producer Laurence Bowen. It starred Lydia Leonard, who worked with Hogg on Archipelago and Bertie Carvel.

In October 2015 Hogg co-curated the retrospective exhibition of film maker Chantal Akerman’s installation work, “Chantal Akerman NOW”, at the Ambika P3 Gallery. This was the culmination of a two-year-long retrospective of Akerman’s work she had programmed with Adam Roberts, with whom she founded the cinema collective A Nos Amours in 2011. The collective is “dedicated to programming over-looked, under-exposed or especially potent cinema”. In an interview, Hogg said that ‘A new generation is growing up who actually don’t know the work of directors like Tarkovsky’, as a major motivation behind establishing the collective.

Her latest film The Souvenir was premiered in the Sundance festival in 2019. It was released in the United States on 17 May 2019 by A24 and in the United Kingdom on 30 August 2019 by Curzon Artificial Eye. The title refers to the painting of the same name by Jean-Honoré Fragonard and depicts a young artist trying to find her mark in the midst of a toxic relationship with an older and charismatic man.