Connelly's big breakthrough was the 2000 film Requiem for a Dream. Connelly starred alongside Jared Leto and Marlon Wayans as heroin addicts on the edge of a breakdown. The film firmly established her as a serious actress. Connelly next starred in Ron Howard's film A Beautiful Mind (2001), essaying the role of Alicia Nash, the long-suffering wife of the brilliant, schizophrenic mathematician John Forbes Nash (played by Russell Crowe). The film was a critical and commercial success and earned Connelly a Golden Globe and an Academy Award for Best Supporting Actress. Her appearance in A Beautiful Mind led to a featured article in Time magazine.

Connelly starred in two films in 2003: Hulk and House of Sand and Fog. Hulk was something of a box office disappointment, but afforded Connelly the chance to work with noted director Ang Lee. House of Sand and Fog, based on the novel by Andre Dubus III, was reminiscent of much of her independent film work of the late 1990s. Connelly appear