Born in Chicago, Anderson was raised first in London and then Grand Rapids, Michigan, later starting her career onstage in New York City before achieving international recognition for her work on The X-Files.

Anderson has supported numerous charities and humanitarian organizations, being an honorary spokesperson for the Neurofibromatosis Network and a co-founder of South African Youth Education for Sustainability (SAYes).

[17] Anderson went through a rebellious stage as a teenager in Grand Rapids, taking drugs, dating a much older boyfriend, and cultivating a punk appearance (dying her hair various colors, shaving the sides of her head, sporting a nose piercing and an all-black wardrobe).

Anderson also provided the voice for a parody of her Scully character in "The Springfield Files", an episode of the animated comedy television series The Simpsons.

[13] Anderson's character on The X-Files initiated a phenomenon referred to as "The Scully Effect"; as the medical doctor and the FBI Special Agent inspired many young women to pursue careers in science, medicine, and law enforcement.

While hosting the BBC documentary series Future Fantastic, she became impressed by the theme music of the show, by the electronic duo Hal and initiated a collaboration with them.

[52] She portrayed Nora in Henrik Ibsen's A Doll's House at the Donmar Warehouse in London's West End during a limited engagement which ran from May 14, 2009, until July 18, 2009.

In April 2011, she starred in the BBC adaptation The Crimson Petal and the White as Mrs. Castaway, for which she was nominated for the Broadcasting Press Guild Award for Best Actress.

[60] In May 2013, Anderson began starring as DSI Stella Gibson in The Fall, a critically acclaimed crime drama series for BBC Two and RTÉ One.

That year, she also appeared in Jeffrey D. Brown's drama Sold, portraying Sophia, a character based on the humanitarian photographer Lisa Kristine.

[71] In July 2014, Anderson gained critical acclaim for her stage performance as Blanche DuBois in A Streetcar Named Desire by Tennessee Williams at the Young Vic Theatre in London.

[8] In February 2015, Anderson directed and starred in a short film prequel to A Streetcar Named Desire, titled The Departure, written by novelist Andrew O'Hagan.

[81] From April 23, 2016, through June 4, 2016, Anderson reprised her role of Blanche DuBois in A Streetcar Named Desire on stage at the new St. Ann's Warehouse in Brooklyn, New York City.

[84] Anderson is the narrator of the English dub of Ronja the Robber's Daughter – Studio Ghibli's anime, which began streaming on Amazon Prime in January 2017.

"[88] In April 2017, she played goddess Media in the first season of American Gods – a television series adaptation of Neil Gaiman's science fiction novel of the same name.

[90] In October 2017, Anderson appeared alongside Glenn Close and Christina Hendricks in Crooked House – a film adaptation of Agatha Christie's novel of the same name.

[95] From February 2, 2019, through May 11, 2019, Anderson portrayed Margo Channing in a stage production of All About Eve at the Noël Coward Theatre for which she received her third Laurence Olivier Award nomination.

[96][97] On September 7, 2019, it was announced that she would portray former British Prime Minister Margaret Thatcher in the fourth season of the Netflix historical drama series The Crown.

[113][114] Released in theatres in December 2022 and on Netflix in 2023, Anderson starred in director Scott Cooper's The Pale Blue Eye alongside Christian Bale.

[115][116] In February 2023, Anderson announced her "Dear Gillian" project with Bloomsbury, where she asked for women to write letters to her personally about sexual fantasies and stories that she will turn into a book.

[122] On May 16, it was announced that Anderson would star in the film adaptation of Raynor Winn’s bestselling memoir The Salt Path alongside Jason Isaacs which would be directed by Marianne Elliott.

[127] Anderson met Canadian art director Clyde Klotz when they worked together on The X-Files, and they were married in a Buddhist ceremony in Hawaii on January 1, 1994.

[133] In December 2014, she described herself to the London Evening Standard as "an actively heterosexual woman who celebrates however people want to express their sexuality".

[148] Her collection includes work by artists such as Diane Arbus, Helen Levitt, Cindy Sherman, Francesco Clemente, Alexis Rockman, and Kiki Smith.

[153][154] She told Glamour magazine in August 2014, "I have feminist bones and when I hear things or see people react to women in certain ways I have very little tolerance.

The nonprofit organization provides youth leaving children's homes with guidance that enables them to develop their skills, further their education, and source suitable housing in order to participate in society as independent adults.

In 2001, she emceed the Rock for Choice concert fundraiser, featuring musicians Sarah McLachlan, Paula Cole, and Melissa Etheridge as well as actresses Helen Hunt, Ellen DeGeneres, Portia de Rossi, and Kathy Najimy.

[191] Anderson is a patron of Childreach International, a London-based charity that works in partnership with local communities in the developing world to secure children's basic rights; she addressed the problem of child trafficking during the press for the Sold film that presents the issue.

[200] In February 2011, Anderson narrated a short film about recent footage of an uncontacted tribe, in which the Amazon Indians were spotted from the air on the Brazil-Peru border.

[206] In November 2015, Anderson was named a friend and supporter of Positive Luxury, a company that informs consumers on brands' commitment to quality, craftsmanship, service and sustainability.