On radio, she portrayed Mary in the 1999 BBC radio drama Lifehouse, based on Pete Townshend’s abandoned rock opera, some of the songs for which were released on The Who’s album Who’s Next. On television, her highest profile roles have been in two BBC dramas, the Paul Abbott serial State of Play (2003), and the one-off Richard Curtis piece The Girl in the Café (2005). Both of these were directed by David Yates, and both also starred Bill Nighy. For her performance in The Girl in the Café, she was nominated for the Golden Globe Award for Best Actress – Miniseries or Television Film in 2006, and won the Primetime Emmy Award for Outstanding Supporting Actress in a Miniseries or a Movie.

In August 2003, Macdonald married musician Dougie Payne, bassist of soft rock band Travis. They have two children and moved back to their home town of Glasgow in 2014, after living in London and New York City. They separated in 2017.

Macdonald starred in the 2005 film Nanny McPhee, as the scullery maid Evangeline, and has since had supporting roles in A Cock and Bull Story (2006), and the Coen brothers’ Academy Award-winning No Country for Old Men (2007), for which she was nominated for a BAFTA Award for Best Actress in a Supporting Role. It was reported that she had to fight her agent to be considered for the role, but in 2017 Macdonald denied the story.

In 2010, she played her first comedy role, in the romantic comedy film The Decoy Bride. (released in 2012). In 2011, she played the “Grey Lady” (revealed to be Helena Ravenclaw) in Harry Potter and the Deathly Hallows – Part 2, the final instalment of the Harry Potter film franchise. She replaced Nina Young, who originally played the role. In 2012, she provided the voice of Merida, the heroine of the Disney/Pixar film Brave, and starred as Dolly in Anna Karenina.

From 2010 until its ending in 2014, she starred in the HBO crime drama Boardwalk Empire as Margaret Thompson, the wife of Prohibition-era Atlantic City crime boss Nucky Thompson (Steve Buscemi). She appeared in all five seasons of the series. In 2011, she and the rest of the show’s cast were awarded the Screen Actors Guild Award for Outstanding Performance by an Ensemble in a Drama Series. In 2016, she starred in Ricky Gervais’ Special Correspondents as Claire Maddox, and Swallows and Amazons as Mrs. Walker. In 2016, she played the lead role in “Hated in the Nation”, an episode of the anthology series Black Mirror for which she received critical acclaim. On 3 November 2016 Macdonald was featured in the trailer for Danny Boyle’s T2 Trainspotting confirming she would reprise her role as Diane from the original film, which she did. In 2017, she co-starred opposite Benedict Cumberbatch in the BBC film The Child in Time. Macdonald was also confirmed to be playing the supporting lead in the sixth series of the BBC’s Police drama Line of Duty.