Siegel has a bachelor's degree in Architecture from the University of California, Berkeley, and an MFA from the Rhode Island School of Design.

[3] Working out of San Francisco, California, McGehee and Siegel made a pair of short films before focusing on their first feature, Suture.

[7] It had its international premiere in the Directors’ Fortnight at Cannes, and later earned its lead actor, Tilda Swinton, a Golden Globe nomination.

[12] Their next film, also set in New York, What Maisie Knew (2012), was from a screenplay written by Carroll Cartwright and Nancy Doyne, based on Henry James’ novel.

McGehee and Siegel have said they were attracted to the challenge of telling the story from the point of view of the six-year-old main character, Maisie.

They have described writing the screenplay quickly, during the COVID-19 lockdowns of 2020, and then gathering a small group of actors and crew in a remote Montana location to shoot in a safe and controlled environment during the early days of the pandemic.

[16] Around the same time, the filmmakers formed a new production company, Big Creek Projects, along with producing partner Mike Spreter.

In February 2024, it was announced that Big Creek Projects' next film would be McGehee and Siegel's The Friend, an adaptation of Sigrid Nunez’ National Book Award-winning novel.