In 1993, he graduated from the National Film School of Denmark with Last Round [da] (Sidste omgang),[2] which won the jury and producers' awards at the Internationales Festival der Filmhochschulen München, and First Prize at Tel Aviv.

[5] His first feature film was The Biggest Heroes (De Største Helte), a road movie that received acclaim in his native Denmark.

In 1995, Vinterberg formed the Dogme 95 movement with Lars von Trier, Kristian Levring, and Søren Kragh-Jacobsen.

Following that dogma in 1998, he conceived, wrote and directed (and also had a small acting role in) the first of the Dogme movies, The Celebration (Festen).

In 2015, he directed Far from the Madding Crowd, an adaptation of the acclaimed Thomas Hardy novel, starring Carey Mulligan, Matthias Schoenaerts, Michael Sheen and Tom Sturridge.

The seven-episode series called Families like Ours explores a near-future Denmark when the country is gradually evacuated due to rising sea levels.