In November 2008, she made her National Theatre debut in Gethsemane, a new play by David Hare which toured the UK. Greig was starring in The Little Dog Laughed by Douglas Carter Beane at the Garrick Theatre in London, which did run a limited season until 10 April 2010. She starred alongside Rupert Friend, Gemma Arterton and Harry Lloyd, and the play was directed by Jamie Lloyd. She won the 2011 WhatsOnStage Theatregoers Choice Award for Best Supporting Actress in a play for her portrayal. Her performance as Diane in The Little Dog Laughed garnered her a second Olivier Award nomination for Best Actress. In October 2011 she was Hilary, the central character, in Jumpy at the Royal Court, London., which later transferred to the Duke of York's Theatre in the West End. In March 2013 she played Varia in Longing, a new play by william Boyd based on two short stories by Chekov, at the Hampstead Theatre. Greig previously performed in Women on the Verge of a Nervous Breakdown at the Playhouse Theatre, London, until May 2015. In March 2015, she received a nomination for the Laurence Olivier Award for Best Actress in a Musical.