In 1999, Brennan played Maisie Madigan in Pearson's production of Juno and the Paycock at the Gaiety Theatre, Dublin, alongside Michael Gambon whom she had previously appeared with in the 1998 film adaptation of Dancing at Lughnasa. In 2002 Brennan was again nominated for an Olivier award for her performance in the Donmar Warehouse's 2001 production of The Little Foxes. In 2006, she starred as Sister Aloysius in a production of Doubt at the Abbey Theatre in Dublin.