In 1999 he directed the short film My Holidays and in 2002 The Spongeman.

In 2004 Bayona met writer Sergio G. Sánchez, who was working on the short 7337. Sánchez offered Bayona the script for The Orphanage. In order to create the film he wanted, Bayona had to double both the film’s budget and its runtime. He was assisted by Guillermo del Toro, who offered to co-produce it. The Orphanage premiered on 20 May 2007, at the Cannes International Film Festival, where it received a standing ovation lasting more than ten minutes. Months later, on 11 October 2007, it premiered in Spanish cinemas and grossed $8.3 million.

Bayona was awarded the Goya Award for Best New Director in 2008. The film was nominated for 14 categories of Goyas, and won 7. In October of that same year, Variety announced that Universal Studios had signed a contract with Bayona to adapt the film Hater by David Moody, written by Glen Mazzara and produced by Guillermo del Toro.

Back in October 2008, Variety announced that Universal Studios had signed Bayona to direct Hater, an adaptation of British author David Moody’s thriller novel about an epidemic of violence caused by regular people. The film will be written by Glen Mazzara and produced by Guillermo Del Toro and Mark Johnson.

In August 2010 he began filming The Impossible, based on the experiences of a Spanish family that lived through the 2004 Indian Ocean earthquake. Filmed in English and starring Ewan McGregor and Naomi Watts, the film was released on 11 October 2012, to positive critical response. In its first weekend it grossed $8.6 million, breaking the record for the best opening in the history of the Spanish box office. The Impossible was nominated for the Oscar and Golden Globe Awards in the category of Best Actress for the interpretation of Naomi Watts. The film was also nominated in 14 categories at the Goya Awards, including Best Film, Best Director, Best Actress, Best Supporting Actor and Best Actor (Tom Holland), of which it won five awards. In 2013 The Impossible received a National Film Award in the framework of the 61st International Festival of San Sebastián.

He has also directed music videos for Pastora Soler (“En mi soledad”), Fangoria, Nena Daconte (“El Aleph”), Enrique Bunbury and Miren Iza (“Frente a frente”), in which the original singer Jeanette appears at the end of the video. In 2012 he created the music video for “Disconnected” by the British band Keane.

In March 2012 Bayona directed the music video “Disconnected”, the second single from the album Strangeland by the British band Keane. The band has stated that it admires Bayona’s film work, and Bayona has said he follows the music of Keane. On 11 September 2016, Keane released a music video for an exclusive new song, “Tear Up This Town”, written and recorded for the fantasy drama film A Monster Calls, directed by Bayona. The single was made available for digital download on 23 September 2016.

In 2014, Bayona began shooting the film A Monster Calls, an adaptation of the novel by Patrick Ness, starring Lewis MacDougall, Felicity Jones, and Liam Neeson. The film, which was released in 2016, tells the story of a young boy (MacDougall) who cares for his mother (Jones), ill with cancer, while befriending a monster (Neeson). With this film, Bayona closed his personal trilogy about mother-child relationships.

In 2018, Bayona next directed the science fiction sequel Jurassic World: Fallen Kingdom. It became Bayona’s first feature film to receive mixed reviews from critics; while the movie was criticized for its writing, Bayona’s directing received praise and is one of the most commonly stated positives about the film.