Møller made his acting debut in the 2010 film R. While Møller was originally involved as a consultant in the film set in Horsens State Prison, where he had served time, co-director Tobias Lindholm offered him an acting role in the film. Møller's performance in the film earned Supporting Actor nominations at the Bodil Awards and Danish Film Critics Association Awards. He then appeared in Lindholm's 2012 film A Hijacking and the 2013 film Northwest, directed by the other R co-director Michael Noer, for both of which he was nominated for the Bodil Award for Best Actor in a Supporting Role, the latter of which he also won.