| 2025 | Being Stanley Baxter | Self |
| Bộ Tứ Siêu Đẳng: Bước Đi Đầu Tiên | Ted Gilbert |
| Marvel Studios' The Fantastic Four: First Steps - World Premiere | Ted Gilbert (archive footage) (uncredited) |
| Nhiệm Vụ: Bất Khả Thi - Nghiệp Báo Cuối Cùng | Angstrom |
| 2024 | Inside No. 9: The Party's Over | Self |
| National Theatre Live: The Motive and the Cue | Sir John Gielgud |
| 2023 | The Hound of the Baskervilles | Sherlock Holmes |
| Hammer A.D. 2023 | Self |
| Nhiệm Vụ: Bất Khả Thi - Nghiệp Báo Phần 1 | NSA |
| 2022 | A Christmas Carol: A Ghost Story | Jacob Marley |
| Peter Davison: Uncut! | Self |
| The Road Dance | Doctor MacLean |
| Operation Mincemeat | Ivor Montazac |
| 2021 | The Amazing Mr. Blunden | Mr. Wickens |
| Memento Mori | Henry Huxley |
| The Sparks Brothers | Self |
| A Silent Imprisonment | Mr Murphy |
| Locked Down | Donald |
| 2020 | Người Cha | The Man |
| Cold War Steve Meets the Outside World | Self |
| Tales of the Uncanny | Self |
| Scandal & Beauty: Mark Gatiss on Aubrey Beardsley | Self |
| In Search of Dracula | Himself - Presenter |
| 2019 | Doctor Who and the Third Man | Himself |
| Brexit: The Uncivil War | Peter Mandelson (voice) |
| 2018 | The Dead Room | Radio Announcer (voice) |
| Sủng Ái | Lord Marlborough |
| National Theatre Live: The Madness of George III | George III |
| The League of Gentlemen - Live Again! | Various Characters |
| The League of Gentlemen - Live Again! | Various Characters |
| Mark Gatiss on John Minton: The Lost Man of British Art | Himself - Presenter |
| Christopher Robin | Giles Winslow |
| The Mercy | Ronald Hall |
| 2017 | Doctor Who: Twice Upon a Time | The Captain |
| Mars: a Traveller's Guide | Narrator |
| Against the Law | Dr. Landers |
| 2016 | Denial | Professor Robert Jan van Pelt |
| Absolutely Fabulous: The Movie | Joel |
| Kẻ Phản Bội | Billy Matlock |
| Dad's Army | Colonel Theakes |
| Mark Gatiss: A Study in Sherlock | Himself |
| Thám Tử Sherlock: Cô Dâu Gớm Ghiếc | Mycroft Holmes |
| 2015 | Victor Frankenstein | Dettweiler |
| Premium Bond with Mark Gatiss and Matthew Sweet | Himself |
| The Vote | Steven Crosswell |
| Release the Hound! | Self |
| Coalition | Peter Mandelson |
| 2014 | 50 Years of BBC Two Comedy | Self |
| National Theatre Live: Coriolanus | Menenius Agrippa |
| Unlocking Sherlock | Himself / Mark Gatiss |
| How to Be Sherlock Holmes: The Many Faces of a Master Detective | Self |
| 2013 | M.R. James: Ghost Writer | Presenter |
| Doctor Who Live: The Next Doctor | Self |
| The Celestial Toyroom | — |
| 2012 | Doctor Who: The Great Detective | Narrator |
| Horror Europa with Mark Gatiss | Self - Host |
| The Real Sherlock Holmes | Self |
| Back to Black: The Making of Dracula Prince of Darkness | Self - Actor and Writer |
| 2011 | Cleaning Up | Mr Jackson |
| 2010 | The First Men in the Moon | Cavor |
| Unlocking Sherlock | Himself |
| Worried About the Boy | Malcolm McLaren |
| 2009 | Ghosts in the Machine | Himself |
| Spanish Flu: The Forgotten Fallen | Ernest Dunks |
| New Town | Duff Purves |
| 2007 | Consenting Adults | PC Butcher |
| The Worst Journey in the World | Apsley Cherry-Garrard |
| Grindhouse | (segment "Don't") (uncredited) |
| 2006 | The Wind in the Willows | Rat |
| The League of Gentlemen Are Behind You | Hilary Briss / Mickey Michaels / Val Denton / Les McQueen / Lance Longthorne / Alvin Steele / Phil Proctor / Mrs Beasley / Mick McNamara / Neds / Lotte Lipp / Brian Morgan / Dr Chinnery / Iris Krell / Bobbin |
| Fear of Fanny | Johnnie Cradock |
| Starter for 10 | Bamber Gascoigne |
| 2005 | Return of the Goodies | Himself |
| Match Point | Ping-Pong Player |
| Bring Something Back: The Making of 'The Quatermass Experiment' | — |
| Wallace & Gromit: Lời Nguyền Của Ma Thỏ | Miss Blight (voice) |
| Don't Crash: The Documentary of the Making of the Movie of the Book of the Radio Series of 'The Hitchhiker's Guide to the Galaxy' | Self - The League of Gentlemen |
| The League of Gentlemen's Apocalypse | Various Characters |
| Đường Đến Dải Ngân Hà | Additional Vogon Voices |
| The Quatermass Experiment | John Paterson |
| Doctor Who: A New Dimension | Self |
| 2004 | Agatha Christie: A Life in Pictures | Kenyon |
| Global Conspiracy? | Terry Scanlon |
| Spaced: Skip to the End | Self |
| Giữa Bầy Xác Sống | Radio Presenter With 'Spaceship' Theory / Wildlife voiceover (voice) (uncredited) |
| Sex Lives of the Potato Men | Jeremy |
| 2003 | The Kneale Tapes | Self |
| Bright Young Things | House Agent |
| 2002 | Robbie the Reindeer: Legend of the Lost Tribe | Viking (voice) |
| Surrealissimo: The Trial of Salvador Dali | Louis Aragon |
| The Cicerones | John Trant |
| Tales from Behind the Crypt | Self |
| 2001 | The League of Gentlemen: Live at Drury Lane | various |
| Birthday Girl | Porter |
| 1999 | The Web of Caves | The Doctor |
| The Kidnappers | Mark |
| The Pitch of Fear | Mr. Borusa |
| 1997 | Stranger Than Fiction 3: Acting Up | — |
| 1996 | PROBE: Unnatural Selection | Mr. Emerson |
| Bidding Adieu: A Video Diary | Self - Interviewer |
| 1995 | PROBE: The Devil of Winterborne | Georgie |
| Stranger than Fiction 2: From Script to Screen | — |
| Highgate House of Horror | Mr Banham |
| 1994 | PROBE: The Zero Imperative | Dr. William Bruffin |