In 1973 Sinise and two friends, Terry Kinney and Jeff Perry, founded the Steppenwolf Theatre Company. Since its founding, Steppenwolf has showcased the talents of such notable actors as Kevin Anderson, Joan Allen, Gary Cole, Glenne Headly, John Malkovich, and Laurie Metcalf. At Steppenwolf, Sinise was able to hone his acting and directing skills. In 1982, Sinise's career began to take off when he directed and starred in Steppenwolf's production of True West. In 1983, he earned an Obie Award for his direction and a year later appeared with John Malkovich in the PBS' American Playhouse production of the play. In 1988, Gary directed Miles from Home, a movie starring Richard Gere, about two brothers' fight against the foreclosure of the family farm. It is considered a commentery on the issue that troubled many family farms in the 1980s. It was shot entirely on location in Iowa.

Sinise has also appeared in Of Mice and Men (which he also directed), Apollo 13, Ransom, The Green Mile, Reindeer Games, Mission to Mars, and The Stand.

Since 2003 he has been involved with the Lieutenant Dan Band, performing for charities and non-profit organisations including the United Service Organizations and Operation Iraqi Children. He plays the bass guitar for the band.

In 2004, he began his first regular television series, in the crime drama CSI: New York, in which he plays Detective Mac Taylor.

Sinise has appeared in three movies with Tom Hanks; Forrest Gump, The Green Mile and Apollo 13.