Talalay has worked in a number of different capacities in filmmaking before making her directorial debut with the film Freddy's Dead: The Final Nightmare (1991). Talalay also worked on the first four A Nightmare on Elm Street films. Her work with the earlier Nightmare films utilized her computer skills and finding ways to create better special effects while still keeping costs low. Despite her familiarity with the Freddy movies, when she directed Freddy's Dead, she was given internal memos telling her not to be "too girly" or "too sensitive."
Talalay states that ever since Doctor Who was revived in 2005, she wanted to work on the show. Talalay directed the Series 8 finale episodes, "Dark Water" and "Death in Heaven". She returned for Series 9, directing that season's finale episodes "Heaven Sent" and "Hell Bent"—the former one of the most critically acclaimed since the revival began, considered by many to be of the best episodes in the show's 54-year history. She returned for Series 10, again directing the final two episodes "World Enough and Time" and "The Doctor Falls." In May 2017, it was announced that Talalay would also be directing the Doctor Who 2017 Christmas Special, "Twice Upon a Time".
