Gyllenhaal's breakthrough performance came opposite James Spader in the black sadomasochistic comedy Secretary.
She has since gone on to star in roles ranging from a drunken single mother in Sherrybaby to Batman's love interest in The Dark Knight.
Her mother is screenwriter Naomi Foner (Oscar nominated for her 1988 screenplay for Running on Empty) and her father is film and TV director Stephen Gyllenhaal.
Adding a healthy dose of sibling rivalry, her brother is successful actor Jake Gyllenhaal (Moonlight Mile, Donnie Darko, Brokeback Mountain).
Gyllenhaal grew up in LA where she and her brother attended the prestigious Harvard-Wakeland prep school, known as a "who's who among who's whose kids".
At the age of 15, she had her feature debut in the nostalgic drama Waterland, directed by her father and starring Jeremy Irons and Ethan Hawke.
She next had another small role in A Dangerous Woman, also directed by her father.
In 1995, Gyllenhaal moved to New York to attend Columbia University but also found the time to further her professional acting career.
After graduating from Columbia in 1999, she landed the part as Raven, a Satanic make-up artist in the eccentric John Waters film Cecil B. Demented.
This gave Gyllenhaal enough recognition that she landed a string of supporting roles the following year.
She played her brother's sister in the far-out sci-fi movie Donnie Darko, appeared in Riding in Cars with Boys and was featured in the teen romance 40 Days and 40 Nights.
Gyllenhaal had a breakout performance with Secretary, playing a timid young woman recovering from a mental breakdown who engages in a S&M relationship with her boss.
She also had parts in Charlie Kaufman's critical hit Adaptation with Nicolas Cage and the John Sayles directed Casa de Los Babys.
In 2003, she starred in the ensemble drama Mona Lisa Smile with Kirsten Dunst and Julia Roberts.
Subsequent outings included the caper movie Criminal and the romantic comedy Trust The Man with David Duchovny and Julianne Moore.
In 2006, she received critical acclaim for her bleak portrayal of jaibird and single mum Sherry Swanson in Sherrybaby.
The same year she memorably voiced babysitter Zee in the peerless children's horror film Monster House and went on to play a frantic wife in Oliver Stone's September 11 drama World Trade Center.
In 2006, she played bakery boss Anne Pascal opposite Will Ferrell in the offbeat romantic comedy Stranger Than Fiction.
Recent work includes the role of Batman's love interest Rachel Dawes in The Dark Knight.