"It's fascinating to work with a company of actors of such different ages, experience and talents. I'm one of a generation brought up on television whose acting is more 'naturalistic', whereas with some of the older generation it's more heightened. But I think there's room for both styles."
In 2005, he appeared in a production of Prometheus Bound, which was revived in New York in 2007. In 2006, he made his directorial debut on a production of The White Devil, produced by his own theatre company in Brighton, Inservice, co-run with fellow Brighton- based actors Priyanga Burford, Israel Aduramo, Penelope Cobbuld, and his wife, Jessica.
In December 2009 he played the leading role of Gilbert in the BBC TV adaptation of Andrea Levy's novel Small Island. In March 2010 he played the part of Keme Tobodo in the BBC's drama series Blood and Oil. 
He appeared as Olaudah Equiano in Grace Unshackled – The Olaudah Equiano Story, a radio play adapting Equiano's autobiography. This was first broadcast on BBC 7 on Easter Sunday 8 April 2007, with Jessica as Mrs Equiano.
In 2007, Oyelowo was the reader for John le Carré's The Mission Song. AudioFile magazine stated: "Think of David Oyelowo as a single musician playing all the instruments in a symphony. That is essentially what he manages in this inspired performance of John le Carré's suspense novel... Can it really have been only one man in the narrator's recording booth? This virtuoso performance makes that seem impossible."