Le Gros starred in Gus Van Sant's film Drugstore Cowboy and had a supporting role for Living in Oblivion, where he played Chad Palomino, an acting divo with endless "a-list" star demands for a "b-movie" director and crew.

He had a prominent role opposite Patrick Swayze and Keanu Reeves in the 1991 action adventure film Point Break as bank robber, Roach.

Le Gros appeared on Showtime's Sleeper Cell (as Special Agent Ray Fuller) and on Law & Order.

He was also a cast member on the television series Ally McBeal and guest-starred on Roseanne, Punky Brewster, The Outer Limits, and Friends.

Le Gros also appeared on the TV series Justified (which centers on the character Raylan Givens) as antagonist Wade Messer.