| Horizon: An American Saga - Chapter 2 | 2024 | Actress | Frances Kittredge |
| Horizon: An American Saga - Chapter 1 | 2024 | Actress | Frances Kittredge |
| Curb Your Enthusiasm | 2024 | Actress | Sienna Miller |
| My Mother's Wedding | 2023 | Actress | Victoria |
| Extrapolations | 2023 | Actress | Rebecca |
| Chivalry | 2022 | Actress | Lark |
| Anatomy of a Scandal | 2022 | Actress | Sophie Whitehouse |
| Wander Darkly | 2020 | Actress | Adrienne |
| 21 Bridges | 2019 | Actress | Frankie Burns |
| The Loudest Voice | 2019 | Actress | Beth Ailes |
| American Woman | 2018 | Actress | Debra |
| Cat on a Hot Tin Roof | 2018 | Actress | Maggie |
| The Catcher Was a Spy | 2018 | Actress | Estella |
| An Imperfect Murder | 2017 | Actress | Vera Lockman |
| Live by Night | 2016 | Actress | Emma Gould |
| The Tale of Thomas Burberry | 2016 | Actress | Sara |
| The Lost City of Z | 2016 | Actress | Nina Fawcett |
| So Good to See You | 2016 | Actress | Frances |
| Burnt | 2015 | Actress | Helene |
| High-Rise | 2015 | Actress | Charlotte |
| Unfinished Business | 2015 | Actress | Chuck Portnoy |
| Mississippi Grind | 2015 | Actress | Simone |
| American Sniper | 2014 | Actress | Taya |
| Foxcatcher | 2014 | Actress | Nancy Schultz |
| A Case of You | 2013 | Actress | Sarah |
| The Girl | 2012 | Actress | Tippi Hedren |
| Just Like a Woman | 2012 | Actress | Marilyn |
| Yellow | 2012 | Actress | Xanne |
| Nous York | 2012 | Actress | La star |
| 2 Jacks | 2012 | Actress | Diana |
| G.I. Joe: The Rise of Cobra | 2009 | Actress | Ana |
| The Edge of Love | 2008 | Actress | Caitlin Thomas |
| A Fox's Tale | 2008 | Actress | Darcey (voice) |
| Camille | 2008 | Actress | Camille Foster |
| The Mysteries of Pittsburgh | 2008 | Actress | Jane Bellwether |
| Stardust | 2007 | Actress | Victoria |
| Interview | 2007 | Actress | Katya |
| Factory Girl | 2006 | Actress | Edie Sedgwick |
| Casanova | 2005 | Actress | Francesca |
| Alfie | 2004 | Actress | Nikki |
| Layer Cake | 2004 | Actress | Tammy |
| Keen Eddie | 2003–2004 | Actress | Fiona Bickerton |
| The Ride | 2003 | Actress | Sara |
| High Speed | 2002 | Actress | Savannah |
| Bedtime | 2002 | Actress | Stacey |
| The American Embassy | 2002 | Actress | Babe (as Sienna Rose Miller) |
| South Kensington | 2001 | Actress | Sharon (as Sienna Rose) |
| Marion | 2024 | Producer | executive producer |
| My Life as a Rolling Stone | 2022 | Additional Crew | narrator |
| The Tonight Show Starring Jimmy Fallon | 2018 | Soundtrack | performer: "These Boots Are Made for Walkin'" (uncredited) |
| Lust for Love | 2014 | Soundtrack | performer: "HATE & LOVE" |
| Channel 4 News | 2025 | Self | Self |
| Twiggy | 2024 | Self | |
| Riyadh Season Card Wembley Edition: Joshua vs Dubois | 2024 | Self | Self |
| Studio 5 TV Series | 2024 | Self | Self |
| IMDb Interviews | 2020–2024 | Self | Self |
| SiriusXM: YouTube Channel TV Series | 2024 | Self | Self |
| Entertainment Tonight | 2009–2024 | Self | Self |
| Access Hollywood | 2017–2024 | Self | Self |
| Jimmy Kimmel Live! | 2009–2024 | Self | Self - Guest |
| Harper's Bazaar UK TV Series | 2024 | Self | Self |
| Deadline Studio | 2018–2024 | Self | Self |
| Vogue World: London TV Special | 2023 | Self | Self |
| Scandalous: Phone Hacking on Trial | 2023 | Self | Self |
| The Tonight Show Starring Jimmy Fallon | 2015–2023 | Self | Self |
| The Late Late Show with James Corden | 2017–2023 | Self | Self - Guest |
| British Vogue TV Series | 2022 | Self | Self |
| My Life as a Rolling Stone | 2022 | Self | Self - Narrator |
| Architectural Digest | 2022 | Self | Self |
| Variety Awards Circuit Podcast Series | 2022 | Self | Self - Guest |
| Extra | 2014–2022 | Self | Self |
| Sunday Sitdown with Willie Geist | 2022 | Self | Self - Guest |
| Sunday Today with Willie Geist | 2022 | Self | Self - Guest |
| In Creative Company | 2022 | Self | Self |
| This Morning | 2007–2022 | Self | Self |
| The Drew Barrymore Show | 2022 | Self | Self |
| Late Night with Seth Meyers | 2019–2022 | Self | Self |
| EE British Academy Film Awards | 2022 | Self | Self - Presenter |
| Hollywood Insider | 2019–2021 | Self | Self |
| In América: A Lexicon of Fashion | 2021 | Self | Self |
| The Graham Norton Show | 2015–2021 | Self | Self - Guest |
| The Talk | 2020 | Self | Self - Guest |
| Conan | 2020 | Self | Self - Guest |
| Hollywood First Look | 2020 | Self | Self |
| Variety Studio | 2020 | Self | Self |
| The IMDb Studio at Sundance | 2020 | Self | Self |
| 2020 Golden Globe Awards | 2020 | Self | Self - Presenter |
| Made in Hollywood | 2017–2019 | Self | Self |
| Celebrity Page | 2015–2019 | Self | Self |
| Today | 2015–2019 | Self | Self - Guest |
| Build | 2019 | Self | Self |
| Off Camera with Sam Jones | 2019 | Self | Self |
| The 73rd Annual Tony Awards | 2019 | Self | Self - Presenter |
| Good Morning America | 2015–2019 | Self | Self - Guest |
| Live with Kelly and Mark | 2005–2019 | Self | Self - Guest |
| Esquire UK TV Mini Series | 2018 | Self | Self |
| Sidewalks Entertainment | 2018 | Self | Self - Guest |
| The Insider | 2014–2017 | Self | Self |
| ScreenSlam | 2017 | Self | Self |
| Angels with Dirty Faces: The Women of 'Live By Night' Video | 2017 | Self | Self |
| E! Live from the Red Carpet | 2007–2017 | Self | Self |
| The 74th Annual Golden Globe Awards 2017 | 2017 | Self | Self - Presenter |
| Screen Stories Short | 2016 | Self | Self |
| Bringing the War Home: The Cost of Heroism | 2015 | Self | Self |
| Celebrity Style Story | 2015 | Self | Self |
| Rachael Ray | 2015 | Self | Self - Guest |
| The Late Show with Stephen Colbert | 2015 | Self | Self - Guest |
| CBS Mornings | 2015 | Self | Self - Guest |
| The Ellen DeGeneres Show | 2015 | Self | Self - Guest |
| Remember That Time TV Series | 2015 | Self | Self - Guest |
| Today at Wimbledon | 2015 | Self | Self - Spectator (uncredited) |
| Wimbledon | 2015 | Self | Self - Spectator (uncredited) |
| Cannes Film Festival | 2015 | Self | Self - Jury Member |
| The Making of American Sniper | 2015 | Self | Self |
| One Soldier's Story: The Journey of American Sniper | 2015 | Self | Self |
| The Oscars | 2015 | Self | Self - Presenter |
| Late Show with David Letterman | 2007–2015 | Self | Self - Guest |
| Fox and Friends | 2015 | Self | Self |
| Hannity | 2015 | Self | Self |
| Reel Junkie | 2015 | Self | Self |
| Up Close with Carrie Keagan | 2009–2015 | Self | Self - Guest |
| The Daily Show | 2007–2015 | Self | Self - Guest |
| 72nd Golden Globe Awards | 2015 | Self | Self - Presenter |
| W Magazine TV Series | 2015 | Self | Self |
| CBS News Sunday Morning with Jane Pauley | 2014 | Self | Self - Guest |
| Jamie and Jimmy's Friday Night Feast | 2014 | Self | Self |
| Showbiz Junkies TV Series | 2013 | Self | Self |
| The 67th Annual Tony Awards | 2013 | Self | Self (uncredited) |
| 70th Golden Globe Awards | 2013 | Self | Self - Nominee |
| The Jonathan Ross Show | 2012 | Self | Self - Guest |
| Breakfast | 2011 | Self | Self - Guest |
| Top Gear | 2009–2011 | Self | Self - Special Guest |
| taff | 2010 | Self | Self |
| The Movie Loft | 2009 | Self | Self |
| The Big Bang Theory: The Making of 'G.I. Joe' | 2009 | Self | Self |
| The Tonight Show with Conan O'Brien | 2009 | Self | Self - Guest |
| The Project | 2009 | Self | Self - Guest |
| CMT Insider | 2009 | Self | Self |
| 2009 MTV Movie Awards | 2009 | Self | Self - Presenter |
| The Tonight Show with Jay Leno | 2005–2009 | Self | Self - Guest |
| Comic Relief 2009 | 2009 | Self | Sophie |
| The September Issue | 2009 | Self | Self |
| Looking Over: The Edge of Love | 2008 | Self | Self |
| Friday Night with Jonathan Ross | 2008 | Self | Self - Guest |
| Biography | 2008 | Self | Self |
| 2008 Film Independent's Spirit Awards | 2008 | Self | Self - Nominee |
| Triple Theo: Take One | 2007 | Self | Self |
| Interview: Behind the Scenes | 2007 | Self | Self |
| Concert for Diana | 2007 | Self | Self - Presenter |
| The Orange British Academy Film Awards | 2007 | Self | Self - Presenter |
| Late Night with Conan O'Brien | 2003–2007 | Self | Self - Guest |
| Shootout | 2007 | Self | Self |
| The 12th Annual Critics' Choice Awards | 2007 | Self | Self - Presenter |
| The 64th Annual Golden Globe Awards | 2007 | Self | Self - Presenter |
| Movie Rush | 2006–2010 | Self | Self |
| 2006 Independent Spirit Awards | 2006 | Self | Self - Presenter |
| Moët and Chandon Fashion Tribute: Matthew Williamson TV Special | 2005 | Self | Self |
| Corazón de... | 2005 | Self | Self |
| GMTV | 2005 | Self | Self |
| The Orange British Academy Film Awards | 2005 | Self | Self |
| The 76th Annual Academy Awards | 2004 | Self | Self |
| Last Call with Carson Daly | 2003 | Self | Self - Guest |
| Sienna Miller: Maxim Magazine Video | 2003 | Self | Self |
| Tabloids on Trial | 2024 | Archive Footage | Self (archive footage) |
| God's Millstone | 2022 | Archive Footage | Self (archive footage) |
| The Graham Norton Show | 2017–2021 | Archive Footage | Self - Guest |
| Celebrity Page | 2020 | Archive Footage | Self (archive footage) |
| The Rise of the Murdoch Dynasty | 2020 | Archive Footage | Self (archive footage) |
| Entertainment Tonight | 2015–2020 | Archive Footage | Self (archive footage) |
| Today | 2019 | Archive Footage | Self (archive footage) |
| The Insider | 2017 | Archive Footage | Self (archive footage) |
| Access Hollywood | 2017 | Archive Footage | Self (archive footage) |
| Extra | 2015–2017 | Archive Footage | Self (archive footage) |
| Lorraine | 2016 | Archive Footage | Self (archive footage, uncredited) |
| Inside Edition | 2015 | Archive Footage | Taya Kyle (archive footage) |
| The Wright Stuff | 2011 | Archive Footage | Self - Actress (archive footage) |
| Celebrity Naked Ambition | 2011 | Archive Footage | Self (archive footage) |
| Top Gear | 2011 | Archive Footage | Self (archive footage) |
| 20 to 1 | 2007–2010 | Archive Footage | Self - Actress (archive footage) |
| Live from Studio Five | 2009 | Archive Footage | Self (archive footage) |
| Gomorron | 2009 | Archive Footage | Self (archive footage) |
| Almost Famous II | 2009 | Archive Footage | (archive footage) |
| The Real Edie | 2007 | Archive Footage | Edie Sedgwick (archive footage, uncredited) |
| RTL Film | 2007 | Archive Footage | Self (archive footage) |
| 101 Sexiest Celebrity Bodies | 2005 | Archive Footage | Self - Place #64 (archive footage) |
| Corazón de... | 2005 | Archive Footage | Self (archive footage) |