After making her stage debut with a 2006 production of Our Town in Wisconsin, Coon made her Chicago debut in 2008 as Emily in the biographical play Brontë with the Remy Bumppo Theatre Company. Within a few years, Chicago theatre would become her launchpad to stardom.

For multiple years, Coon bounced back and forth between the Wisconsin and Chicago theatre scenes, appearing in shows like Anna Christie and A Midsummer Night’s Dream (in Wisconsin) and Henry V and Magnolia (in Chicago).

In 2010, Coon made her debut with Chicago’s celebrated Steppenwolf Theatre Company in Edward Albee’s Who’s Afraid of Virginia Woolf? directed by Pam Mackinnon. The revival starred established Steppenwolf ensemble members Tracy Letts and Amy Morton as warring couple George and Martha. Coon played Honey, the fragile wife of academic Nick (Madison Dirks).

The production transferred to Washington, D.C. and then to NYC in 2012, marking Coon's Broadway debut and her first Tony Award nomination, for Best Featured Actress in a Play. (Letts, her future husband, won for Best Leading Actor in a Play.)

Before the Broadway transfer of Who’s Afraid of Virginia Woolf? in late 2012, Coon appeared in two more productions for Steppenwolf, cementing her place in the company. First, she played southern aristocrat-turned-surgical assistant Emily Thompson in the Civil War-set drama The March, adapted by Frank Galati from the novel by E.L Doctorow (Ragtime).

Next, she played the melancholic Masha in Tracy Letts's adaptation of Anton Chekhov’s Three Sisters, directed by Anna D. Shapiro.

In 2016, Coon again appeared with Steppenwolf in Tracy Letts’s non-linear play about the life of one woman — a wife, mother, accountant, and alcoholic — played by six actors. Coon played Mary at ages 27 and 36, and Blair Brown was Mary at 59, 63, and 69.

Tatiana Maslany took Coon’s role when Mary Page Marlowe premiered off Broadway in 2018. In September 2025, the play received its London premiere at the Old Vic starring Susan Sarandon as the oldest Mary. Rosy McEwen played Coon's role.

For the Off-Broadway debut of Amy Herzog's play at New York Theatre Workshop, Coon played the titular Mary Jane, a single mom who connects with a diverse group of women while caring for her chronically ill child.

Coon won Obie and Lucille Lortel Awards for her performance, as well as a Drama Desk nomination. When the play came to Broadway in 2024, Rachel McAdams made her Broadway debut in the title role.

In her latest collaboration with Letts and Steppenwolf, Coon led a revival of her husband's play Bug with the Chicago company in early 2020; it was cut short by the pandemic and reopened in 2021. The play now makes its Broadway debut, 30 years after its London world premiere, directed by Tony winner David Cromer (The Band’s Visit).

In this psychological thriller, Coon plays Agnes White, a lonely cocktail waitress who meets Gulf War veteran Peter (Namir Smallwood) and gets drawn into his delusions and conspiracy theories. Decades after Coon was first bitten by the acting bug, she proves that she's still a must-watch talent.

Get Bug tickets now.