Having consulted a magazine in a public library which listed drama colleges, Threlfall successfully applied to the Manchester Polytechnic School of Theatre.

He also had regular roles in the situation comedies Nightingales,[11] and Men of the World,[11] and guest appearances in dramas such as Cutting It, The Knock, CI5: The New Professionals and Spooks.

He starred as the lead role in the fifth episode of the BBC docu-drama series Ancient Rome: The Rise and Fall of an Empire as the Emperor Constantine I. Threlfall voiced the part of Iago in Othello for the Arcangel audio production of same.

In 2013, Threlfall played retired London detective Len Harper in the short murder mystery BBC series What Remains alongside Russell Tovey and Amber Rose Revah.

[11] In 1980, Threlfall played Smike in the eight-hour stage version of The Life and Adventures of Nicholas Nickleby for the Royal Shakespeare Company in both London and New York.

Threlfall's other notable stage performances include Riddley Walker, Oedipus, Macbeth, Your Home In The West and Peer Gynt "The Count of Monte Cristo" all at the Royal Exchange Theatre, Manchester, Bolingbroke in Richard II and Orgon in Tartuffe at the National Theatre in London.

He also appeared in Beckett's rarely performed "The Old Tune" with Niall Buggy, directed by Trevor Nunn at Jermyn Street Theatre in 2019.

In March 2016, Threlfall appeared as the lead in Don Quixote, at the Swan Theatre, Stratford, for the Royal Shakespeare Company, where he is an Associate Artist.

He received two Sony Radio Awards for playing Spike Milligan in 2018 and Ken Dodd in 2020 [15] Threlfall has been married to Bosnian actress Brana Bajic since 1995.