From there he moved to England where he wrote his first novel, Bride of Quietness, and in 1933 he was asked by Tyrone Guthrie to join the Old Vic company. Knox appeared in plays with actors such as Laurence Olivier, Vivien Leigh and Ralph Richardson.
At the outbreak of World War II he returned to America and worked steadily in Hollywood as a distinguished character actor and occasionally as a screenwriter. He was nominated for an Oscar for his lead as President Woodrow Wilson in Wilson (1944). However, his left-wing political views caused a clash with the McCarthyites. Knox was never blacklisted, but suffered instead from the equally adverse practice of "greylisting" that ended his career in Hollywood. So he returned to England in the early 1950s, where he continued to work in film and as a playwright and novelist. His notable English films include 2 directed by Joseph Losey, The Damned (1963) and Accident (1967), and a small part in the James Bond film You Only Live Twice (1967). His only Canadian film, Joshua Then and Now, came in 1985 at the end of his career.
Alexander Knox's other films include The Sea Wolf (1941), This Above All (1942), Sister Kenny (1946; which he co-wrote), The Judge Steps Out (1949; which he also co-wrote), Tokyo Joe (1949), Two of a Kind (1951), Europa '51 (1951), Oscar Wilde (1957), The Vikings (1958), The Wreck of the Mary Deare (1959), Crack in the Mirror (1960), The Longest Day (1962), Woman of Straw (1964), Modesty Blaise (1966), Khartou (1966), How I Won the War (1967), Villa Rides (1968) and Nicholas and Alexandra (1971).