Mercurio made his film debut in Strictly Ballroom, receiving an Australian Film Institute Award nomination in 1993. His film credits have included: Exit to Eden, Back of Beyond, Così, Red Ribbon Blues, Welcome to Woop Woop, The Dark Planet, The First 9½ Weeks, Kick and Sydney – A Story of a City. He starred, wrote, choreographed, produced and directed the short film Spilt Milk. Mercurio made his TV debut in a documentary on his life called Life's Burning Desire in 1992. He starred in the lead role of Joseph in the Emmy award–winning US TV mini-series The Bible: Joseph in 1995. Later, he joined the ensemble cast for the 1998 mini-series drama The Day of the Roses, depicting the 1977 Granville railway disaster. Most recently, Paul has taken roles in independent films, such as 2016's Hunting for Shadows.