After leaving school in the late 1970s, Hogg worked as a Photographer and began to make experimental super-8 films after borrowing a camera from Derek Jarman, who became an early mentor after a chance meeting in Patisserie Valerie in Soho. One of these, a film about a kinetic sculpture by Artist Ron Haselden, won her a place to study direction at the National Film and Television School. Her graduation piece Caprice starred a then unknown Tilda Swinton. On graduation, Hogg directed several music videos for artists such as Alison Moyet, and won her first television commission writing and directing a programme segment for Janet Street Porter's Channel Four series Network 7, Flesh + Blood. In the 1990s, Hogg directed episodes of London Bridge, Casualty and London's Burning. She also directed the EastEnders special EastEnders: Dot's Story (2003).

The film received critical acclaim, premiering at the London Film Festival in 2007 and winning the FIPRESCI International Critics Award. It also won the Guardian First Film Award in 2008 and the Evening Standard British Film Awards 'Most Promising Newcomer' Award in 2009, as well as being nominated for their Best Film Award and earning Hogg a nomination for the London Film Critics' Circle 'Breakthrough Filmmaker' Award in 2009.

Hogg has said, "I wanted to make a film doing everything I was told not to do in television." She shot her first feature, Unrelated (2008), in Tuscany. It tells the story of a childless woman, Anna (Kathryn Worth), of around forty who goes on holiday to Italy with her friend Verena (Mary Roscoe) and her teenage family. Over the course of the holiday, tensions emerge as Anna spends less time with the 'grown-ups' and is drawn towards the teenage crowd and the attractions of Verena's teenage nephew (Tom Hiddleston).

Her second film, Archipelago, shot on the island of Tresco had its UK premiere at the 2010 London Film Festival, where it was nominated in the Best Film category. It was released in the UK on 4 March 2011 by Artificial Eye.

Her third film Exhibition starred musician Viv Albertine and Artist Liam Gillick and also featured Hogg's long time collaborator Tom Hiddleston. The film premiered at the Locarno Film Festival in 2013. Peter Bradshaw writing in The Guardian hailed is as 'a masterful cinematic enigma' awarding it the full five stars.

In October 2015 Hogg co-curated the retrospective exhibition of film maker Chantal Akerman's installation work, "Chantal Akerman NOW", at the Ambika P3 Gallery. This was the culmination of a two year long retrospective of Akerman's work she had programmed with Adam Roberts, with whom she founded the cinema collective A NOS Amours in 2011. The collective is "dedicated to programming over-looked, under-exposed or especially potent cinema". In an interview, Hogg cited a concern that 'A new generation is growing up who actually don’t know the work of Directors like Tarkovsky.', as a major motivation behind establishing the collective.