Gyllenhaal began acting at age ten. He has appeared in very diverse roles since his first lead role in October Sky (1999), followed by Donnie Darko (2001). In the 2004 blockbuster The Day After Tomorrow he portrayed a student caught in a global cooling event, with Dennis Quaid as his father. His next role was as a frustrated Marine in Jarhead (2005). The same year, he won critical acclaim as Jack Twist in the film Brokeback Mountain (2005) opposite Heath Ledger.

In 2007 he starred in the films Zodiac and Rendition, and in 2009/10 he is the title character of Prince of Persia