Sullivan also acted in light comedies, including My Favorite Spy (1951), starring Bob Hope and Hedy Lamarr, in which he played an enemy agent, and the comedy Fiddlers Three (1944), portraying Nero. He also played the role of Pothinus in the film version of George Bernard Shaw's Caesar and Cleopatra (1945). The film was directed by Gabriel Pascal, and was the last film personally supervised by Shaw himself. Sullivan reprised the role in a stage revival of the play.