For Disney, he portrayed Steve Zissou in 2004 Touchstone Pictures film The Life Aquatic with Steve Zissou, Herman Blume in Rushmore, Tommy Crickshaw in Cradle Will Rock, Bunny Breckinridge in Ed Wood, and Bob "Bobby" Wiley in What About Bob?. He also voiced Baloo in the 2016 live-action adaptation of The Jungle Book, as well as performed a new version of "The Bare Necessities". Additionally, he was mentioned in The Muppets episode "A Tail of Two Piggies". He currently has an undisclosed role in the upcoming Disney/Fox Searchlight film The French Dispatch.
- He was once considered for the role of Buzz Lightyear in Toy Story along with Jim Carrey and Chevy Chase, who were also considered for the role. He was also considered for the role of James P. Sullivan in Monsters, Inc.
- He was originally considered for the role of Eddie Valiant in Who Framed Roger Rabbit along with several other actors, but he missed out on it, due to his method of receiving offers for roles.
- He was also considered for the role of Pacha in The Emperor's New Groove.
- He was also considered for the role of Obi-Wan Kenobi in Star Wars: The Phantom Menace.
- He was also considered for the role of Captain Jack Sparrow in Disney's Pirates of the Caribbean: The Curse of the Black Pearl.
- He was the second member of his family to voice Baloo, after his brother Brian Doyle-Murray voiced Baloo in The Jungle Book: Mowgli's Story.