After graduating from high school, Sevigny found work as a model, and appeared in music videos for Sonic Youth and The Lemonheads, which helped acquire her "it girl" status.

Sevigny rose to prominence with her portrayal of Lana Tisdel in the drama film Boys Don't Cry (1999), for which she received a nomination for the Academy Award For Best Supporting Actress.

Throughout the 2000s, Sevigny appeared in supporting parts in numerous independent films, including American Psycho (2000), Demonlover (2002); Party Monster and Dogville (both 2003); and The Brown Bunny (2004).

From 2006 to 2011, Sevigny portrayed Nicolette Grant on the HBO series Big Love, for which she won a Golden Globe Award for Best Supporting Actress in 2010.

[8] Sevigny and her brother were raised in a strict Catholic household[9][10] in affluent Darien, Connecticut,[11] where her father worked first as an accountant, and then as an art teacher.

"[21] She subsequently appeared on the album cover of Gigolo Aunts' 1994 recording Flippin' Out and the EP Full-On Bloom,[26] as well as in a Lemonheads music video, which further increased her reputation on New York's early 1990s underground scene.

[21][27] Sevigny met screenwriter and aspiring director Harmony Korine in Washington Square Park during her senior year of high school in 1993.

Janet Maslin of The New York Times considered it a "wake-up call to the modern world" about the nature of the American youth in contemporary urban settings.

[32][34] Gummo was as controversial as Sevigny's debut; set in Xenia, Ohio, the film depicts an array of nihilistic characters in a poverty-stricken community, and presents themes of drug and sexual abuse as well as anti-social alienated youth.

[32][41] Sevigny's role in Boys Don't Cry—a biographical film of trans man Brandon Teena, who was raped and murdered in Humboldt, Nebraska in 1993—was responsible for her rise to prominence and her mainstream success.

[42][43] Sevigny played Lana Tisdel, a young woman who fell in love with Teena, initially unaware of the fact that he was a transgender man and continued the relationship after learning about his gender identity.

[14] Around 2002, Sevigny began collaborating with friend Tara Subkoff for the Imitation of Christ fashion label and conceptual art project, with their first collection being released in 2003.

[59] In film, Sevigny had a role in Lars von Trier's parable Dogville (2003), playing one of the various residents of a small mountain town, alongside Nicole Kidman, Lauren Bacall, and Paul Bettany.

In 2003, Sevigny played the lead female role in the art house film The Brown Bunny (2003), which details a lonely traveling motorcycle racer reminiscing about his former lover.

The film included a scene that involves Sevigny performing unsimulated fellatio on star and director Vincent Gallo, who had been her boyfriend in real life.

[64] Additionally, a promotional billboard erected over Sunset Boulevard, which depicted a censored still from the film's final scene, garnered further attention and criticism.

"[70] She guest-starred on the popular television show Will & Grace, and played small roles in Lars von Trier's Manderlay (2005) (a sequel to Dogville (2003)) and in Jim Jarmusch's Broken Flowers (2005).

[71] She played one of the several lovers of New York doctor Herman Tarnower in the HBO television film Mrs. Harris (2005) alongside Annette Bening and Ben Kingsley.

Her performance received good reviews; Dennis Harvey of Variety called her "convincing",[72] while Kevin Thomas of the Los Angeles Times referred to her as "ever-daring and shrewd.

She had a starring role in Douglas Buck's 2006 remake of the Brian De Palma horror film Sisters (1973), playing a journalist who witnesses a murder.

[81] In January 2010, Sevigny won a Golden Globe award for Best Supporting Actress – Series, Miniseries or Television Film for her performance in the third season of Big Love.

"[85] While starring in the fourth season of Big Love in 2010, Sevigny also appeared major roles in two independent comedy films: Barry Munday and Mr.

[89] Mike Hale of The New York Times wrote of her performance: "Her naturally deep voice is a plus, and her characteristic mix of loucheness and gravity makes sense here, though it's less interesting in this role than it was in the bitterly voracious wife she played in Big Love.

[101] In the spring of 2015, Sevigny published a picture book chronicling her life, containing photos of her as a high school student, on film sets, personal scripts, and other ephemera.

[98][102] She also appeared in Tara Subkoff's directorial debut #Horror, playing the opulent mother of a teenage girl whose get-together with friends is interrupted by a murderer.

[103] In early 2016, Sevigny appeared in the Canadian horror film Antibirth opposite Natasha Lyonne, which follows a small-town woman who becomes pregnant through unknown circumstances.

[104] Sevigny reunited with The Last Days of Disco director and fellow actresses Whit Stillman and Kate Beckinsale on Love & Friendship, an adaptation of the Jane Austen novel Lady Susan.

"[119] Sevigny also appeared in a supporting role in The True Adventures of Wolfboy,[120] and starred as a small-town police officer facing a zombie apocalypse in Jim Jarmusch's comedy horror film The Dead Don't Die (2019).

While her sense of style in the early 1990s reflected only small downtown scenes and trends, it still made a significant impression on high class fashion chains, which began to emulate Sevigny's look.

She later said witnessing his experience as a pop star impacted her view of celebrity and career goals: I remember driving around these remote towns in Wales and kids running after us in the street.