Malone received her first role in 1996 for the movie @#!*% Out Of Carolina. For her role in this movie she was nominated for several awards. In 1997, Malone played in the mini TV series, Hope. For her role in Hope she was nominated for a Golden Globe for the category Golden Globe Award for Best Performance by an Actress in a Mini-Series or Motion Picture Made for Television.
After having several small roles, she got her first main lead role in the movie Donnie Darko. In 2005 she portrayed a role in Pride & Prejudice. A year later she made her first Broadway debut in the Tony winning play Doubt. In 2008 she starred in the horror The Ruins.