Filmography
| Year | Title | Role | Notes |
|---|---|---|---|
| 2000 | Ally McBeal | Herself | "Hope and Glory" (Season 3, Episode 20) |
| 2000—2001 | Saturday Night Live | Herself | "Freddie Prinze, Jr./Macy Gray" (Season 25, Episode 10) "Drew Barrymore/Macy Gray" (Season 27, Episode 3) |
| 2001 | SSX Tricky | Seeiah Owens (voice) | Videogame |
| 2001 | Training Day | Sandman's Woman | |
| 2002 | MDs | Jess | "Wing and a Prayer" (Season 1, Episode 7) |
| 2002 | Spider-Man | Herself | Cameo |
| 2003 | Scary Movie 3 | Herself | Cameo |
| 2003 | Gang of Roses | Assassin, Karma | Seaking Revenge Against The Five Ladies for Her Killed Sister |
| 2003 | When I Was a Girl | Herself | "Singers " (Season 1, Episode 11) |
| 2004 | Around the World in 80 Days | Sleepy Frenchwoman | |
| 2004 | Lightning in a Bottle | Herself | Cameo |
| 2004 | American Dreams | Carla Thomas | "Real-to-Reel" (episode 12, season 2) |
| 2004 | That's So Raven | Rhonda | "Taken to the Cleaners" (Season 3, episode 4) |
| 2004 | Blue's Clues | Herself | "Bluestock" (Season 6, Episode 9) |
| 2005 | Lackawanna Blues | Pauline | TV movie |
| 2005 | The Crow: Wicked Prayer | Carman | |
| 2005 | Shadowboxer | Neisha | |
| 2005 | Domino | Lashandra Davis | |
| 2005 | Duck Dodgers | Diva (voice) | "Diva Delivery/Castle High" (Season 2, Episode 10) |
| 2005 | American Dragon: Jake Long | Trixie's Grandmother/Miss Jenkinks (voice) | "Act 4, Scene 15" (Season 1, Episode 5) "Professor Rotwood's Thesis" (Season 1, Episode 8) |
| 2005 | 1-800-Missing | Cleo | "A Death in the Family" (Season 3, Episode 13) |
| 2006 | Idlewild | Taffy | |
| 2007 | Macy Gray's Big Special | Herself | |
| 2009 | Dancing with the Stars | Herself/Contestant | Season 9 |
| 2009 | Head Case | Herself | "The Wedding Ringer" (Season 3, Episode 1) |
| 2010 | For Colored Girls | Rose/Lady in Pink | Black Reel Award for Best Ensemble |
| 2012 | Percentage | Mama Cash | Post-production |
| 2012 | The Paperboy | Anita/Narrator | |
| 2013 | Mama Black Widow | Hattie Mae | Announced |
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