He is a high school graduate of the Las Vegas Academy of International Studies, Performing and Visual Arts, where he majored in acting, because the school didn't offer his first love, filmmaking. He is a college graduate of New York University's Tisch School of the Arts where he majored in film directing. Gubler created several movies that were mostly filmed in his hometown of Las Vegas as well as New York City, prior to his graduation from Tisch.

Gubler reluctantly worked as a model to put himself through film school, working with DNA Model Management, Tommy Hilfiger, and numerous fashion designers. Gubler was interning for Wes Anderson at the same time he was modeling, and Anderson encouraged him to audition for a part in his movie "The Life Aquatic". Gubler did, and landed the role of Intern #1. This led to his role as Dr. Spencer Reid in Criminal Minds. He had a small role in the 2006 film RV as Joe Joe and voiced the character of Simon in 2007's Alvin and the Chipmunks, alongside Jason Lee Jesse McCartney and Justin Long

While making The Life Aquatic with Steve Zissou, Gubler made the documentary entitled Matthew Gray Gubler's Life Aquatic Intern Journal, a behind the scenes view of the making of the film, which was later included in some DVD releases. Gubler has directed and starred in a series of self-deprecating “mockumentaries” called Matthew Gray Gubler: the Unauthorized Documentary in which he parodies Hollywood behavior, which are filmed while onset of Criminal Minds. He directed, edited, and co-produced the music video for "Don't Shoot Me Santa" by the rock band The Killers.

Gubler is also known for his constant wearing of mismatched socks, because he says the one time he did wear matching socks he sprained his ankle.