Exhibitions of Calle's work took place at the Centre Georges Pompidou, Paris;[2] Hermitage Museum, St. Petersburg, Russia;[5] Musée d'Art et d'Histoire du Judaïsme, Paris;[6] Paula Cooper Gallery, New York; Palais des Beaux-Arts, Brussels, Belgium; Videobrasil, SESC Pompeia, São Paulo, Brazil; Museum of Modern Art of Bahia, Salvador, Brazil; Whitechapel Gallery, London;[2] , the De Pont Museum of Contemporary Art, Tilburg, Netherlands;[7], and the Walker Art Center, Minneapolis, Minnesota, USA.

The articles were published, but upon discovering them, the owner of the address book, a documentary filmmaker named Pierre Baudry, threatened to sue the artist for invasion of privacy.

As Calle reports, the owner discovered a nude photograph of her, and demanded the newspaper publish it, in retaliation for what he perceived to be an unwelcome intrusion into his private life.

[15] Calle has created elaborate display cases of birthday presents given to her throughout her life; this process was detailed by Grégoire Bouillier in his memoir The Mystery Guest: An Account (2006).

Inspired by the eruv, the Jewish law that permits to turn a public space into a private area by surrounding it with wires, making it possible to carry objects during the Sabbath, the Erouv de Jérusalem is exhibited at Paris's Musée d'Art et d'Histoire du Judaïsme.

The same year, Calle released a film titled No Sex Last Night which she created in collaboration with American photographer Gregory Shephard.

Rather than following the genre conventions of a road trip or a romance, the film is designed to document the result of a man and woman who barely knew each other, embarking on an intimate journey together.

The artist's response was to augment a telephone booth on the corner of Greenwich and Harrison Streets in Manhattan with a note pad, a bottle of water, a pack of cigarettes, flowers, cash, and sundry other items.

[17] In 1999 Calle exhibited the installation "Appointment" especially conceived for the Freud Museum in London, working with the ideas of her private desires.

The same year, Calle had her first one-woman show, a retrospective, at the Musée National d'Art Moderne at Centre Georges Pompidou in Paris.

Calle's text Exquisite Pain was adapted into a performance in 2004 by Forced Entertainment, a theatrical company based in Sheffield, England.

[19] Calle asked friends, acquaintances, and recommended women of all ages—including a parrot and a hand puppet—to interpret the break-up e-mail and presented the results in the French pavilion.

"[21] Jessica Lott, winner of the Frieze Writer's Prize for her review of the piece, described it thus: "Take Care of Yourself is a break-up letter (Calle's) then-boyfriend (Grégoire Bouillier, dubbed ‘X’) sent her via e-mail.

Calle took the e-mail, and the paralyzing confusion that accompanies the mind's failure to comprehend heartbreak, and distributed it to 107 women of various professions, skills and talents to help her understand it – to interpret, analyze, examine and perform it to gain perspective on her perplexing situation.

[20][22] At her gallery shows, Calle frequently supplies suggestion forms on which visitors are encouraged to furnish ideas for her art, while she sits beside them with an uninterested expression.

In 2009/2010, a major retrospective exhibition of her work, including Take Care of Yourself, The Sleepers, Address Book and others, was held opened at the Whitechapel Gallery in London.

[23] In 2011 her work True Stories was installed at the historic 1850 House at the Pontalba Building at Jackson Square in the French Quarter of New Orleans, Louisiana as part of the Prospect 2 Contemporary Art Festival.

It involved video Calle took of her mother, Monique Sindler, on her deathbed, as well as excerpts of her diary, read by actress Kim Cattrall.

"[31] In 2024, curator Henriette Huldisch noted that Calle's work devised scenarios relevant to how people "perform themselves in our current social media landscape", asking rhetorically, "Is she the original oversharer?