Le Prevost was born in Wiltshire. He was educated at Shaftesbury Grammar School, Shaftesbury, Dorset from 1957 to 1961 and at Kingswood School, Bath from 1961 to 1964. At school, he studied Ecclesiastical Architecture, and has said that, had he not become an actor, he would have liked to be an Architect. He trained at the Royal Academy of Dramatic Art.

He was nominated for a 2002 Laurence Olivier Theatre Award for Best Performance in a Supporting Role in a Musical or Entertainment of 2001 for his performance in a West End production of My Fair Lady. Also in 2002, he appeared as Benedick in Gregory Doran's production of Much Ado About Nothing with the Royal Shakespeare Company, opposite Harriet Walter. In 2002, he did an interview where he talked about playing Benedick in Much Ado About Nothing.

Since 2003, Le Prevost has been portraying Georges Simenon's fictional detective Jules Maigret for BBC Radio, replacing the late Maurice Denham in the role.

His film work includes Clockwise, The Girl in a Swing, and Shakespeare in Love. In 2009 he appeared on television in Margaret.

In 2010 he appeared in ITV drama Wild at Heart as Gene.

In 2015, he appeared as Count Fiskon in the BBC TV series Father Brown episode "The Lair of the Libertines". In 2016, he had a cameo role as an investment banker for a fictitious firm London-based firm called Waterston and Price in the Danish thriller Follow the Money, which was shown on BBC 4 in spring of that year.