
In late 2019 and early 2020 Joseph starred as Ebenezer Scrooge at the Old Vic Theatre in London in their production of A Christmas Carol. In 2015, Sancho: An Act of Remembrance, a solo play written and performed by Joseph and based on the life of Ignatius Sancho, was staged in Oxford and Birmingham, and toured in the US starting in October. Other stage appearances in 20 include the leads in The Royal Hunt of the Sun and The Emperor Jones at the Olivier Theatre, London. In 2006, he became a patron of, a listings site for theatre outside the mainstream. In 2004 he undertook a project, filmed for Channel 4 in a documentary entitled My Shakespeare, to direct a version of Romeo & Juliet, using 20 young non-actors from the deprived Harlesden area of London.

In 2012 he played Brutus in a performance by the RSC of Julius Caesar set in Africa. Joseph's theatre credits include the title role in Othello at the Royal Exchange, Manchester, as well as parts in Henry IV, King Lear, and Hamlet for a performance in New York City. In 1992 he starred as Richard Henry in Blues for Mister Charlie by James Baldwin, directed by Greg Hersov at the Royal Exchange, Manchester. In 1991, Joseph won second prize in the Ian Charleson Awards, for his 1990 performances of Oswald in King Lear, Dumaine in Love's Labour's Lost, and the Marquis de Mota in The Last Days of Don Juan, all at the Royal Shakespeare Company.
