Lenox appeared in Doubt: A Parable on Broadway in 2005 as Mrs. Muller. She won the Tony Award, Best Performance by a Featured Actress in a Play, for this performance. Other Broadway appearances include Hattie in the Broadway revival of Kiss Me, Kate in 1999, a revue, The Gershwins' Fascinating Rhythm in 1999, Caroline, or Change in 2004 as standby for "Caroline Thibodeaux", and Chicago as the Matron (Replacement from August 2007 to October 2007). She appeared on Broadway in After Midnight, in 2013, reprising her role in the New York City Center Encores! staged revue Cotton Club Parade.