[13][14] His memoir A Heart That Works, about the loss of his two-and-a-half-year-old son Henry to brain cancer, was published by Spiegel & Grau in 2022.

Instead, Delaney moved on to co-write and co-star with Sharon Horgan in Catastrophe,[17] that began airing in the UK on January 19, 2015, on Channel 4.

[22] Since moving to the UK in 2014,[23] Delaney has appeared on several British panel shows, including Have I Got News for You,[24] Would I Lie to You?,[25] 8 Out of 10 Cats,[26] The Big Fat Quiz of the Year[27] and Room 101.

He reteamed with director David Leitch and actor Dwayne Johnson for Hobbs & Shaw, in which he appeared as Agent Loeb.

[36][37] He also appeared opposite Anne Hathaway in The Hustle as Todd and the Fox News drama Bombshell co-starring Charlize Theron.

[38] He filmed a cameo as Elvis Presley in Dexter Fletcher's Elton John musical biopic Rocketman, which was omitted from the theatrical cut.

[43][44] In February 2018, Delaney revealed that their two-and-a-half-year-old son Henry had died the previous month, having received extensive treatment for a brain tumor since 2016.

[56] On Sara Cox's show Between the Covers, Delaney chose the short story collection A Manual for Cleaning Women by Lucia Berlin as one of his favorite books.

[58] In June 2017 he endorsed the Labour Party in the 2017 general election, despite being unable to vote as a non-UK citizen (but longtime resident).

[60] In November 2019, Delaney joined other public figures in signing a letter supporting Labour Party leader Jeremy Corbyn, describing him as "a beacon of hope in the struggle against emergent far-right nationalism, xenophobia and racism in much of the democratic world" and endorsed him in the 2019 UK general election.

[61] In December 2019, along with 42 other public figures, he signed a letter endorsing the Labour Party under Corbyn's leadership in the 2019 general election.

The letter stated that "Labour's election manifesto under Jeremy Corbyn's leadership offers a transformative plan that prioritises the needs of people and the planet over private profit and the vested interests of a few".

[62][63] In June 2024 in the run-up to the 2024 United Kingdom general election, Delaney again expressed his support for Jeremy Corbyn, this time backing his campaign to be re-elected as the MP for Islington North, as an independent candidate following his departure from the Labour Party.