Gilroy was born in Manhattan, New York City, the son of Ruth Dorothy (née Gaydos), a sculptor and writer, and Frank D. Gilroy, an award-winning playwright, director, and movie producer, who received the Tony Award for Best Play and the Pulitzer Prize for Drama for his play The Subject Was Roses in 1965.

In 2009, Gilroy wrote and directed the romantic comedy spy film Duplicity, starring Clive Owen, Julia Roberts and Tom Wilkinson.

Gilroy was set, along with The Bourne Ultimatum co-screenwriter Scott Z. Burns, to write the script for the upcoming film Army of Two, based on the video game from EA Montreal.

In addition to its Edgar Award, the film won one Oscar, for Best Supporting Actress (Tilda Swinton).

He also wrote and directed his next film, Duplicity, released March 20, 2009, and starring Clive Owen, Julia Roberts and Tom Wilkinson.

In October 2019, Gilroy returned to the Star Wars franchise to serve as the showrunner for the Disney+ political spy drama Andor, taking over from Stephen Schiff.

Of the star of the series, Diego Luna, Gilroy remarked to Rolling Stone, "If you look at a picture of Young Stalin, isn't he glamorous?