In 2012, she was nominated for the Milton Shulman Award for Outstanding Newcomer at the Evening Standard Theatre Awards for her performances in Eugene O'Neill's Desire Under the Elms at the Lyric Hammersmith and Nancy Harris's Our New Girl at the Bush Theatre. In January 2014 she was Julia in The Duchess of Malfi, the inaugural production at the Sam Wanamaker Playhouse, London. At the National Theatre, London, in September 2015 she presented an "electrifying" performance as a recovering substance user in Duncan Macmillan's People, Places and Things, directed by Jeremy Herrin. She reprised the role when the production transferred to the Wyndham's Theatre in March 2016, and subsequently won the Olivier Award for Best Actress. She returned to the National Theatre in April 2017 playing the role of Harper in Marianne Elliot's revival of Tony Kushner's play Angels in America, for which she won the 2018 Olivier Award for Best Actress in a Supporting Role. Gough then returned to People, Places & Things for its New York transfer. Gough returned to the role of Harper in the Broadway transfer of the National Theatre's production of Angels in America, alongside majority of the London cast, in February 2018.