As a child actor, Gilgun played little tearaway Jamie Armstrong in Coronation Street between 1994 and 1997. He left the soap when the Actress playing his on-screen mother left the show. Gilgun revisited the set in an ITV special The Kids from Coronation Street in 2004. In 1998, when he was 14 years old, he presented a feature on Wish You Were Here...? where he visited Phantasialand, one of Germany's largest theme parks.

In 2007, Gilgun starred alongside welterweight boxing champion Michael Jennings in a locally produced feature-length documentary entitled Chorley: Where People Go to Fight. All proceeds went to Derian House Children's Hospice, with Joseph helping to present the cheque. Additionally, he appeared in a Dingle-centred episode of Ghosthunting with... hosted by Yvette Fielding.

Gilgun was granted time off from Emmerdale to shoot the 2009 British crime thriller Harry Brown, where he played drug dealer Kenny Soames. Gilgun announced he would quit Emmerdale on 10 November 2009, feeling the time was right to move on. His last appearance was on 30 April 2010. An Emmerdale representative said the programme had not ruled out a Future return for the character. Gilgun later indicated he currently had no such plans.

On 9 May 2011, it was announced that Gilgun had been cast as newcomer Rudy Wade in the third series of Misfits. The character Rudy can manifest a clone of himself that roughly represents his conscience. He first appeared in the first episode of the third series in late October 2011. He replaced as lead the character of Nathan following the departure of Robert Sheehan. An online short called Vegas Baby covered Nathan Young's exit and Rudy's arrival. Gilgun said that replacing Sheehan had "been frightening... You'd think that it'd be a total ballache, what with being new and stuff and Rob doing such a good job".

In the following years, Gilgun appeared in the 2012 US sci-fi film Lockout, co-written and produced by Luc Besson and starring Guy Pearce, the 2013 BBC series Ripper Street as a Fagin-type character, Carmichael, as well as starring in the final two series of Misfits. He appears in the music video for "Tiny Legs" by Then Thickens, released in 2014. Having been friends with a few members of the band from growing up around Chorley, Joe agreed to star in the video. It involved him having makeup, flour and eggs applied to his face amongst other things and took several, messy takes to get right.

In March 2015 Gilgun earned the role of drug-addict vampire Cassidy, one of the main characters in the AMC series Preacher. Speaking of the casting of Gilgun, Preacher executive Producer Seth Rogen said: “It’s one of those things that happens only a few times throughout your career, where you just go ‘Oh, it’s you. You’re the character that is written on the page'... You could tell Joe’s lived like 100 lifetimes, and he’s probably done some shit you do not want to hear about, but at the same time, he’s one of the most fun, loving people you’ll ever be around. And it was exactly what the character needed to be.”