Jaffrey has worked extensively on stage, appearing in Romeo and Juliet (Haymarket Theatre), Cyrano De Bergerac (Theatre Royal), East Is East (Oldham Coliseum), and 14 Songs 2 Weddings and A Funeral (Lyric Hammersmith, Birmingham Repertory Theatre). His break came in 2001 when he was cast as Sky in Mamma Mia! at the Prince Edward Theatre, London, directed by Phyllida Lloyd. From this, he went on to land the leading role in Andrew Lloyd Webber's production of A. R. Rahman's Bombay Dreams at the Apollo Theatre, London, directed by Steven Pimlott. He won rave reviews for his performance, with the BBC hailing him as "the most exciting new leading man to emerge in a London musical since Hugh Jackman became an overnight star in the National Theatre production of Oklahoma".