Naidu's most recent theatre credits include The Master and Margarita with Complicite, a world tour of Shakespeare's Measure for Measure with Complicite, The Resistible Rise of Arturo Ui alongside Al Pacino, directed by Simon McBurney and The Little Flower of East Orange alongside Ellyn Burstyn at New York's Public Theater directed by Philip Seymour Hoffman. In 2001 Naidu's solo theatre piece Darwaza was a sold-out hit at New York's Labyrinth Theatre.