After beginning her career in theater, she achieved international recognition for her role in the television series The X-Files where she plays special agent Dana Scully. Among the films in which she has participated are The House of Mirth (2000), The Last King of Scotland (2006), Johnny English Reborn (2011) and two films of The X-Files, The X-Files: Fight the Future (1998) and The X-Files: I Want to Believe (2008). In 2019 she played Jean Milburn in the Netflix series Sex Education and in 2020 she played Margaret Thatcher in the fourth season of the series The Crown.
In 1992 she moved to Los Angeles. She broke into mainstream television in a guest appearance on the Fox network's college drama, Class of '96," which would call her back for the pilot casting of X Files. At 24, Anderson was deemed too young for the character and initially had to look older to get the role. On the other hand, Fox executives were not convinced with Anderson's profile for the character, but series creator Chris Carter, as soon as he saw her, wanted her to star in the series.
Finally, Gillian Anderson got the role for 13 episodes that, due to the success, were extended to new seasons. Anderson won several awards for her portrayal of "Special Agent Dana Scully", including an Emmy Award, a Golden Globe Award and two Screen Actors Guild Awards in two consecutive years for Best Actress in a Drama Series.
On February 3, 2012, news broke that Anderson had been cast in the lead role in the new BBC drama series The Fall. That same year she received the "Artistic Excellence" award at the Roma Fiction Festival. She has also worked in the series Hannibal, playing "Dr. Bedelia Du Maurier", "Hannibal Lecter's" psychotherapist. In March 2014 she took the leading role in the NBC series, Crisis. Since 2019 she has been working on the series Sex Education in which she plays the sexologist mother of "Otis" (Asa Butterfield). Also in 2020, she performed the role of Margaret Thatcher for the fourth season of The Crown alongside Olivia Colman and Emma Corrin. For which she was praised, described by the prime minister's personal biographer as the "only convincing Thatcher".