In 2003, Oday Rasheed filmed his first feature Underexposure, which was one of the first films to be shot in Iraq after the US invasion. The world premiere of the film took place at the Rotterdam Festival in 2005, and the film won the Best Film Award at the Singapore International Film Festival in 2005. 

In the year 2009, Oday finished shooting the movie Qarantina. The film won the Jury Prize at the Oran Film Festival in 2010. 

In 2021, If You See Something was shot in New York. It is Oday’s first English-language film, now in final post-production.