Jones has appeared in more than twenty films since his first role in 1992 in the film adaptation of Orlando. He voiced Dobby the house-elf in the Harry Potter films and played Oblomov in the 2005 BBC Radio 4 adaptation of the novels. He also appeared as Robert Cecil, 1st Earl of Salisbury, one of Queen Elizabeth I's councilmen in the HBO/Channel 4 production Elizabeth I. In 2006 he portrayed Truman Capote in the biopic Infamous. He appeared in the film adaptation of Stephen King's The Mist in 2007. In 2008, Jones portrayed Karl Rove in Oliver Stone's W. and as Hollywood agent Swifty Lazar in Frost/Nixon.
In 2001, he starred in the London West End comedy The Play What I Wrote, which was directed by Kenneth Branagh. His comic turn as Arthur earned him the Olivier Award for Best Actor in a Supporting Role, and when the play moved to Broadway in 2003, he was nominated for a Tony Award. In 2009 he will appear in Every Good Boy Deserves Favour at the National Theatre and Parlour Song at the Almeida Theatre.