Leth made his first film in 1963 and has since made 40 more, many distributed worldwide. His most acclaimed is a 1967 short, The Perfect Human, which also featured in the 2003 film The Five Obstructions made by Leth and Lars von Trier. Leth's sports documentaries bring an epic, almost mythic, dimension to the field, as seen in Stars and Watercarriers (Stjernerne og Vandbærerne) (1973) and A Sunday in Hell (En forårsdag i helvede) (1977). "I Walk" (2019) is his newest work and it premiered at IDFA in Feature Length Competition where he received the lifetime achievement award at IDFA 2019.
He has been a creative consultant for the Danish Film Institute (1971–73, 1975–77) as well as chairman of the Institute's board (1977–82). He has also been a professor at the Danish National Film School in Copenhagen, at the State Studiocenter in Oslo and has lectured at UCLA, Berkeley, Harvard and other American universities.
Leth covered the Tour de France for Denmark's TV 2 from 1988 until 2005 as the expert commentator in partnership with journalist Jørn Mader, and again from 2009 in partnership with Dennis Ritter and Rolf Sørensen. In 1999, he was appointed Danish honorary consul in Haiti.