He has directed three feature films, a documentary, and the FX comedy drama series Reservation Dogs,[2] all of them set in his home state of Oklahoma and concerned primarily with Native American people and content.

[7][8] Harjo's first feature film, Four Sheets to the Wind, tells the story of a young Seminole man who travels from his small hometown to Tulsa to visit his sister after the death of their father.

[11] The film's co-star Tamara Podemski won a Sundance special jury prize for her performance in the picture,[12] and she was later nominated for best supporting actress at the 2007 Independent Spirit Awards.

[11] It portrays a road trip by a dying man and his former lover across Oklahoma to see his daughter and granddaughter in Wewoka, the capital of the Seminole Nation.

[15] Harjo's first feature documentary, This May Be the Last Time, is based on the story of his grandfather, who disappeared in 1962 in the Seminole County town of Sasakwa.

"[32] In 2023, Harjo directed the music video for the song "Mean Old Sun" by the Oklahoma country rock band Turnpike Troubadours.

[33] In 2024, Harjo co-wrote the screenplay for the sports drama Rez Ball with Sydney Freeland, who also directed the film.