While still in high school, Thirlby was offered a role in The Secret. In 2006, she made her film debut in United 93 and her television debut in Kidnapped.
She made her stage debut in Farragut North, a play by Beau Willimon at the Atlantic Theater Company in New York City. The Off-Broadway production ran from October 22, 2008 – November 29, 2008 with official opening on November 12 and transferred to the Geffen Playhouse in June 2009.
Thirlby appeared in the 2009 HBO series Bored to Death. She voices promotional video excerpts from the novel Thirteen Reasons Why by Jay Asher which, since October 2008, have regularly been posted to YouTube. She also appeared in the 2011-released film Margaret. She is attached to star in Christmas in New York as well as For Ellen.
Thirlby is a participant in iO Tillett Wright's Self-Evident Truths Project. In an interview with Brooklyn Magazine (with photos shot by iO) in 2011, Thirlby publicly came out as bisexual and stated why she decided to be a part of a photography project that focuses on people who are "anything but 100 percent straight."
With Karl Urban in the title role, Thirlby starred as Judge Cassandra Anderson in the 2012 film adaptation of Judge Dredd. She next starred in the indie film Nobody Walks co-starring John Krasinski and Rose Marie DeWitt. She plays Martine, a young Artist taken in a couple's home. It premiered at 2012 Sundance Film Festival. In 2016, Thirlby co-starred as the young attorney Lucy Kittridge in the Amazon Studios legal series Goliath.
