With awards and critical recognition all by the age of 25, Carrillo then accepted what would be one of the most recognizable and commercially successful roles of her career as the female lead and only Actress appearing in the iconic 20th Century Fox action film Predator opposite Arnold Schwarzenegger, Carl Weathers, Shane Black, and Jesse Ventura. Her character of Anna is also the only character to recur in more than a single film during the Predator franchise as she would also briefly appear in Predator 2.

Johnny Depp cast her as the female lead of his only directorial effort, the controversial The Brave, which he also starred in along with Marlon Brando. Despite the highly acclaimed cast and Palme d'Or nomination at the 1997 Cannes Film Festival, the dark subject and mixed reception resulted in the film only receiving an international theatrical release.

Despite the critical recognition and various nominations throughout her career, Carrillo's first US acting award win was for her performance as Rosa in the drama Bread and Roses, which was nominated for the Palme d'Or at the 2000 Cannes Film Festival. Carrillo would go on to win the 2002 ALMA Award for Outstanding Supporting Actress in a Motion Picture, but in an improbable twist, she tied with Elizabeth Peña for the award. During the telecast, both women came to the podium together and shared time in giving their acceptance speeches.

Later Carrillo would win the same award four years later, this time as sole recipient of the 2006 ALMA Award for Outstanding Supporting Actress in a Motion Picture for her performance as Sandra in Nine Lives written and directed by Rodrigo García. This was soon followed by a co-starring role in the commercially successful film Seven Pounds which starred Will Smith and went on to earn $165M at the box office.

Rodrigo García would then once again cast Carrillo, this time to co-star in the ensemble drama Mother and Child, this time sharing the screen and not the podium with Elizabeth Peña as well as Annette Bening, with whom she shares the majority of her scenes. The ensemble film also featured her former My Family co-star Jimmy Smits and actors [Naomi Watts], [Kerry Washington], and [Samuel L. Jackson]. The film premiered at the 2009 Toronto International Film Festival and Sundance Film Festival.

Active in social justice issues, Carrillo staged a number of public demonstrations protesting the massacre of 43 innocent students in Ayozinapa, Mexico in 2014. She also plays an active role in teaching young actors and filmmakers, including lecturing in her native Mexico and worldwide.