Breakthrough and critical acclaim (2018–present)
In 2018, Melling played a significant part alongside Liam Neeson in the Coen brothers' Western The Ballad of Buster Scruggs. Of Melling's performance, The New Yorker film critic Anthony Lane wrote: "[I] came away haunted by a scattering of sights and sounds—above all, by the recitations of the limbless man, which thrum with genuine yearning. He is beautifully played, with a little help from C.G.I., by Harry Melling, who was once the odious Dudley Dursley in the Harry Potter films. Funny how people grow up." Melling later credited his casting in the Coen brothers film as being instrumental in future career opportunities, such as The Pale Blue Eye.
Between 2020 and 2021, Melling appeared in a slew of supporting roles in successful dramas. In 2020, he played evangelical preacher Roy Laferty in the Netflix thriller The Devil All The Time. The same year, he appeared in several episodes of the Netflix miniseries The Queen's Gambit as Harry Beltik, a chess player who becomes a friend and brief love interest of the protagonist Beth Harmon, played by Anya Taylor-Joy. Melling learned how to play chess for his part and elaborated "that’s part of the joy of acting, I think, all these new challenges you face along the way." The series went on to become the most watched miniseries on Netflix at the time. The next year, Melling collaborated with Joel Coen again for The Tragedy of Macbeth.
In 2022, he had his first leading role as a young Edgar Allan Poe in the crime drama film The Pale Blue Eye, opposite Christian Bale. Elaborating on his casting of Melling, director Scott Cooper stated: "The reason I cast Harry was because of The Ballad of Buster Scruggs... I was utterly enthralled and thought that he was the only person who could play Edgar Allan Poe. It was [the way he delivered those readings,] and it was his look, as he fortunately bears a resemblance to what I imagined a young Poe to be like. He has a sense of vulnerability he isn’t afraid to express. I knew he could handle all of these long passages of dialogue that I have."
In 2025, he starred alongside Alexander Skarsgård in Pillion, an erotic drama film produced by Element Pictures.