McDonagh made his first foray into writing and directing with The Second Death, a short film released in 2000. Next McDonagh adapted Robert Drewe's 1991 novel Our Sunshine into the screenplay for the 2003 film Ned Kelly, which was directed by Gregor Jordan.
In 2011 McDonagh discussed developing other projects. One was War on Everyone, which had its world premiere at the 2016 Berlin Film Festival. Another was The Bonnot Gang, a period gangster film based on the true story of a group of French anarchist bank Robbers who operated before World War I". McDonagh has described this film as "a cross between The Wild Bunch and Le Samourai." And another was Chaos Inc, a television series about a Buddhist private investigator based in Las Vegas.
In 2014 McDonagh said his follow-up to Calvary would be The Lame Shall Enter First, his third feature with Brendan Gleeson. The film follows a paraplegic ex-policeman in London who has developed a hatred for able-bodied people and who gets caught up in a new investigation after one of his friends is murdered. He has stated that it will be the "final one in the trilogy" and will be "an amalgamation of The Guard and Calvary".
McDonagh returned to the crime comedy genre for his 2016 feature, War on Everyone, which stars Alexander Skarsgård and Michael Peña as a pair of intractable Albuquerque police detectives.
