After graduating from the University of Wisconsin-Madison, Coon was immediately recruited by the Madison Repertory Theatre and made her professional stage debut in a production of Our Town.

[14][15][16] Steven Oxman of Variety described the Broadway revival as an "relentlessly intense" production adding that "Carrie Coon makes an especially sensitive, sympathetic Honey".

[17] Mark Kennedy of The Associated Press labelled the revival "astonishing" citing Coon as giving a performance of "great fragility".

Following her Tony Award nomination in 2014, Coon was cast as one of the main characters in the HBO drama series The Leftovers, alongside Justin Theroux, Amy Brenneman, and Ann Dowd.

[22] She also participated in readings for her husband Tracy Letts' 2015–2016 season play Mary Page Marlowe and was in talks to perform in the production in Chicago if her filming schedule with The Leftovers permitted;[23] in December 2015, it was announced that Coon would be one of six actresses portraying the title character in Mary Page Marlowe for the Steppenwolf Theatre Company in Chicago from March to May 2016.

[25] In October and November 2015, Coon filmed the movie Strange Weather alongside actress Holly Hunter for director Katherine Dieckmann in Mississippi.

[28] She received a nomination for the Outstanding Lead Actress in a Limited Series or Movie for her role and won the TCA Award for Individual Achievement in Drama for both Fargo and The Leftovers.

[31] Coon provided the voice and motion capture for Proxima Midnight, a member of the Black Order and a child of Thanos, in the superhero film Avengers: Infinity War (2018) directed by the Russo brothers.

[34] In January 2024, Coon joined the cast of the third season of the HBO anthology series The White Lotus, which is expected to premiere in 2025.