Brooke's theatre work includes Harvest, Dying City, Dido Queen of Carthage, In The Club, The Birthday Party and Absolutely Perhaps. She has also appeared in productions of Poor Beck, A Midsummer Night's Dream, King Lear and Romeo and Juliet, with the Royal Shakespeare Company. From July to August 2008, Brooke played Dorothy Gale in the musical The Wizard of Oz at the Southbank Centre. The production was directed by Jude Kelly. During 2011 at the Almeida Theatre, London, she appeared in Stephen Poliakoff's My City and Neil LaBute's Reasons to be Pretty. From August to October 2015, Brooke played Ophelia alongside Benedict Cumberbatch in the Barbican's production of Hamlet.