He is best known for his roles including regular or recurring roles in Third Watch, Boardwalk Empire, Vinyl, Will & Grace, Mr. Robot, and Master of None.
Cannavale had a recurring role on the NBC comedy series Will & Grace as Will Truman's long-term boyfriend Officer Vincent "Vince" D'Angelo, for which he won the 2005 Primetime Emmy Award for Outstanding Guest Actor in a Comedy Series. He also portrayed Gyp Rosetti during the third season of the HBO drama series Boardwalk Empire, for which he won the 2013 Primetime Emmy Award for Outstanding Supporting Actor in a Drama Series. In 2016, he starred in the HBO drama series Vinyl, produced by Martin Scorsese and Mick Jagger. In 2017, he joined the cast of the USA Network drama series Mr. Robot during its third season. The following year, Cannavale portrayed Colin Belfast in the Prime Video psychological thriller series Homecoming.