She has been nominated twice for the Academy Award for Best Supporting Actress, for Being John Malkovich (1999) and for her portrayal of author Harper Lee in Capote (2005).

Her performance as Gertrude Baniszewski in An American Crime (2007) earned her a nomination for the Primetime Emmy Award for Outstanding Lead Actress in a Miniseries or a Movie.

In 2005, she starred in the political thriller The Interpreter (as a Secret Service agent partnered with Sean Penn's character) and The Ballad of Jack and Rose with Daniel Day-Lewis and played the love interest of Steve Carell in Judd Apatow's The 40-Year-Old Virgin.

In 2007, Keener played Jan Burres in Sean Penn's critically acclaimed film Into the Wild, based on Jon Krakauer's best-selling book of the same name.

In 2008, her film An American Crime, the true story of Gertrude Baniszewski, a middle-aged mother who tortured and murdered Sylvia Likens in her Indiana home, was aired on Showtime.

Keener played Baniszewski and her portrayal earned her an Emmy nomination in the Best Actress in a TV Mini-Series or Movie category.

In 2008, Keener portrayed Philip Seymour Hoffman's wife Adele in Charlie Kaufman's directorial debut, Synecdoche, New York.

Keener played the title character's mother in the 2010 film Percy Jackson & the Olympians: The Lightning Thief, based on the series of books by Rick Riordan.

"[23] Nate Williams of ComingSoon.net deemed Keener "one of the most interesting performers in the game" as of 2019 due to her willingness "to embrace different roles", describing her as "A dramatic actor with no problem playing strange characters".

"[4] Amanda McCorquodale, contributing to the Miami New Times, wrote that Keener regularly plays smart, neurotic women in independent films, likening her body of work to Woody Allen heroines.

[22] Schwartz wrote that directors such as Neil LaBute (Your Friends & Neighbors, 1998) and Steven Soderbergh (Full Frontal, 2002) have consistently "put her unusual beauty and trademark dry wit to good use.

[5] In 2014, the Montreal Gazette journalist T'Cha Dunlevy selected Keener as his most memorable interview of the year, during which he admitted to mostly remembering laughing.

[26] Dunlevy described the actress as "a consummate pro who has brought charisma and soul to projects ranging from" goofball comedies to blockbuster films.