Just works exclusively in film, shooting on a variety of film stock, including 8 mm, 16 mm and 35 mm. His works which date from 2003 and before were recorded in digital video. All of his later works were shot on film and then transferred to HD video. The resulting images are dense and atmospheric. Their prominent soundtracks are conceived specifically for each film in cooperation with different musicians.
His works have been throughout Europe and the United States, including: the Hammer Museum, Los Angeles, CA (2005), the Miami Art Museum, Miami, FL (2007); and the Witte de With in Rotterdam, The Netherlands (2007). His most recent exhibitions include: Romantic Delusions at the Brooklyn Museum, Brooklyn, NY, U-Turn, the Copenhagen Quadrennial in Copenhagen, Denmark, and the Liverpool Biennial in Liverpool, UK. His latest exhibition titled Servitudes was on show at the Palais de Tokyo in Paris, France from June 24th until September 13, 2015.
Jesper Just's films are moody, atmospheric narratives often with ambiguous and unresolved storylines. Thematically, his film works revolve around “the complex inter-relations between sexuality, love and cinema.”  Many of his older films specifically question conventional notions of masculinity. Nina Folkersma writes: “A real man is supposed to contain his emotions, to be inviolable, intellectual, pragmatic, virile, and dominant. That, at least, is the image of man portrayed in most Hollywood films. Transgressing social and cinematographic conventional representations of masculinity is a crucial element of Just’s work.” 
Just uses Hollywood conventions as a kind of backdrop for his narratives. His films surprise the viewer with unexpected plot twists and characters stepping out of their expected roles. In “Invitation to Love” (2003), for instance, a young man takes off his shoes and dances barefoot on a table for an older man. A press release that introduced his recent exhibition, A Voyage in Dwelling, states: “Just's videos attempt to dissect the nature of human interaction and the awkwardness of relationships. As in “A Vicious Undertow” (2007) - a seductive pas de trois between a middle-aged woman, and a younger woman and man – Just often seeks to emphasize the absurdity of gender roles and the way which cultures generate them. He presents charged relationships that could be perceived as perverse and endows them with beauty and dignity.” The film A Vicious Undertow (2006) marks a change in Just’s oeuvre. It is the first film that uses a female protagonist. This development can be followed throughout Just's newer films up to 2008. In a recent article in frieze, Eliza Williams notes: “Far from naturalistic, his films contain a deliberate ambiguity, which, while at times unsettling, allows for an emotional resonance that speaks of a meaning above and beyond mere storytelling.”
Influences of film noir aesthetics are present in his work and Just reveres the films of iconic directors such as Ingmar Bergman, Bob Fosse, Alain Resnais, Alfred Hitchcock, David Lynch and Michelangelo Antonioni. He employs a reappearing cast of professional actors, dancers and opera singers (the Danish actor Johannes Lilleøre, professional mathematician H.C., musician Dorit Chrysler and Mieskuoro Huutajat of The Finnish Screaming Men’s Choir).
Selected solo exhibitions
- INTERCOURSES, Danish Pavilion, 55th International Art Exhibition of la Biennale di Venezia (2013)
- This Nameless Spectacle, James Cohan Gallery, New York, NY (2012)
- Romantic Delusions, Tampa, FL (May 8 - September 5, 2010)
- Jesper Just, Perry Rubenstein Gallery, New York, NY (2009)
- Romantic Delusions, Brooklyn Museum, Brooklyn, NY (2008/2009)
- It Will All End in Tears, La Casa Encendida, Madrid, Spain (2008)
- Jesper Just, (touring) Witte de With, Rotterdam, The Netherlands; Ursula Blickle Foundation, Kraichtal, Germany; S.M.A.K., Ghent, Belgium (2007)
- Jesper Just, Miami Art Museum, Miami, FL (2007)
- Something To Love, Stedelijk Museum, Amsterdam, The Netherlands (2006)
- Black Box, Hirshhorn Museum, Washington, DC (2006)
- Something to Love, Moderna Museet, Stockholm, Sweden (2006)
- Something to Love, Herning Kunstmuseum, Herning, Denmark (2005)
- True Love is Yet to Come, Weiss Studio, New York, NY (2005)
- A Fine Romance, Midway Contemporary Art, St. Paul, MN (2004)
- Carnegie Art Award, Kópavogur Arts Museum, Reykjavik, Iceland (2008, Second Prize)
- Eckersberg Medal, 2014 
- Jacob Lillemose. “Waltz of the Middle-Aged Woman.” In: Von Olfers, Sophie, ed. Jesper Just Film Works, 2001-2007. exh. cat. Rotterdam: Witte de With, 2007: 135.
- Nina Folkersma. “An Introduction to Jesper Just.” In: Von Olfers, Sophie, ed. Jesper Just Film Works, 2001-2007. exh. cat. Rotterdam: Witte de With, 2007: 36.
- "Jesper Just: A Voyage in Dwelling". Victoria Miro Gallery (20 May - 14 June 2008) (Press release).
- Williams, Eliza (September 2008). "Jesper Just". Frieze.
- "Tildelinger af medaljer". Akademiraadet. Retrieved 25 January 2014.
- Amsellem, Patrick, ed. Jesper Just: Romantic Delusions. exh. cat. essay by Bill Horrigan. Brooklyn: Brooklyn Museum, 2008.
- Johnson, Ken. "Cinematic Images of Masculine Vulnerability", New York Times
- Just, Jesper, ed. It Will All End in Tears. exh. cat. Texts by Agustin Perez Rubio, Svala Vangsdatter Andersen, and Octavio Zaya. Madrid: La Casa Encendida, 2008.
- Von Olfers, Sophie, ed. Jesper Just Film Works, 2001-2007. exh. cat. Rotterdam: Witte de With, 2007.
- Knudsen, Gry Høngsmark and Holger Reenberg eds. Something to Love. exh. cat. Herning: Herning Kunstmuseum, 2005.
- Images of works and texts at Jesper Just's websit
- Images, biography and list of articles on the website of Perry Rubenstein Gallery, New York, NY.
- The Village Voice, Fall Preview: Jesper Just's Schizo Enigma. Four Films at the Brooklyn Museum of Art, September 2, 2008.
- The New York Times, Jesper Just, August 10, 2007.
- The New York Times, Jesper Just, October 20, 2006.
- Jesper Just and Dorit Chrysler: This nameless spectacle (live). Video interview by Louisiana Channel.