While still midway through his course, he started working on films independently, in 1974, and made his first documentary, Under the Blue in 1975, and continued to do so for next 8 years.
During this period he made some highly politically charged documentaries, like the one of 'Bihar Sharif riots', titled, Faces After Storm (1984), which received considerable attention, as it was banned within 4–5 days of its released though later it won the National Film Award for Best Non-Feature Film for the year.
Finally, he made his debut, as a feature film director, Hip Hip Hurray in 1984, scripted by Gulzar and starring, Raj Kiran and Deepti Naval as leads. Next came, the film he received most recognition with, Damul (1984), which won the National Film Award for Best Feature Film and the Filmfare Critics Award for Best Movie in 1985. The film was based on the bonded labour issue in Bihar.
In 1986, he directed, Parinati, based on the story by Vijaydan Detha.
Over the years he has made over 25 documentaries, nine feature films, two television features and three television series including the popular TV serial Mungerilal Ke Hasin Sapne.
In 2010, he directed Raajneeti, which was a contemporary take on the epic, Mahabharat. It starred Ajay Devgan, Manoj Bajpai, Naseeruddin Shah, Katrina Kaif, Arjun Rampal, Nana Patekar and Ranbir Kapoor and was a critical and commercial success. His next venture was Aarakshan which starred Amitabh Bachchan, Saif Ali Khan Deepika Padukone and Prateik Babbar. In 2012, Jha's next release Chakravyuh starred Arjun Rampal, Abhay Deol, Manoj Bajpai, Kabir Bedi and Esha Gupta was released in Dussehra 2012. His next film Satyagraha will star Amitabh Bachchan and Ajay Devgn.