Gyllenhaal expressed mixed feelings about the experience of being directed by Ang Lee in Brokeback Mountain but generally had more praise than criticism for Lee's directing style.
Gyllenhaal's performance was well received by critics; Gary Mairs of Culture Vulture wrote that "Gyllenhaal manages the difficult trick of seeming both blandly normal and profoundly disturbed, often within the same scene." After the critical success of Donnie Darko, Gyllenhaal's next role was as Pilot Kelston in 2002's Highway alongside Jared Leto.
His performance was described by one critic as "silly, cliched and straight to video".
Rolling Stone critic Peter Travers praised Gyllenhaal's "exceptional" performance in the film.
Gyllenhaal joined John Mauceri and David Denby in Adam Gopnik's podium discussion in February 2016 at the David Rubenstein Atrium at Lincoln Center about Leonard Bernstein's breakthrough conducting performance in Carnegie Hall on November 14, 1943; accompanied by Jeanine Tesori on piano, he sang "Maria" from West Side Story.
Gyllenhaal received favorable critical reviews and an Evening Standard Theatre Award in the category "Outstanding Newcomer". He also auditioned to be Batman for the blockbuster Batman Begins and Heath Ledger play young men who meet as sheep herders and embark upon a sexual relationship that begins in the summer of 1963 and lasts for 20 years.