Following her graduation, Muller went to the Royal College of Art to study for her Masters in Film and Television, where she made "Interlude" and "In Excelsis Deo (In Adoration of God)." The latter won the J Walter Thompson Prize for creativity.
Sophia's real goal was to become a successful director in her own right, and her big break came through a chance meeting with John Stewart and Billy Poveda of Oil Factory, an established film production company.
She has directed over a hundred music videos and has been a longtime collaborator with acts like Sophie Ellis-Bextor, No Doubt, Garbage, Blur, Annie Lennox and Eurythmics. Her work with Annie Lennox won her a Grammy for the Diva video album. She also picked up an MTV Video Music Award for "Why" and was also Grammy nominated for the Eurythmics' Savage video album.
Muller has directed seven No Doubt videos and six solo videos for Gwen Stefani. When No Doubt's "Don't Speak" won the award for Best Group Video at the 1997 MTV Video Music Awards Stefani thanked her extensively, saying, "I'd like to say that Sophie Muller is a genius." Stefani has also stated, "Sophie Muller is one of my most talented friends. She can and will only do projects that she is inspired by. She is driven by creativity and the love for what she does and as a result she never compromises. I consider her a true artist. I was a fan of Sophie's work before I even imagined working with her. She has a very pronounced style and taste that drew me in. I think she has the gift of being able to bring out the artist's personality, emotion and style. After working with her for the first time on our "Don't Speak" video, we became close friends [...]. On the set her direction is humble and simple, but she knows what she wants and knows when she gets it. A woman in charge in the male-dominated world of filmmaking makes the whole experience that much more exciting. [...] She has a way of making every cut have a reason and meaning. The videos have a life of their own and become better each time you watch them. I am always in shock the first time I see them and then after a few more times I am actually amazed. She has taught me a lot and I feel very lucky to have worked with her.
Muller states that her only ambition is to continue directing to her own high standards and to never grow bored. In 2004, she directed the socially aware video for Sarah McLachlan's "World on Fire", where all but $15 of the entire $150,000 video budget was donated to charities. Recently, she has directed videos for Sophie Ellis-Bextor, Shakira, Mika and the critically acclaimed comeback video for the Dixie Chicks, "Not Ready to Make Nice".