In 1991, she was accepted into the Victorian College of the Arts' graduate film and television programme.
Kokkinos' career began with a short black and white film she directed while in her first year of film school, Antamosi (1992), which examines a migrant family's relationship which is told from the perspective of three generations of women. Coming from a Greek immigrant family herself, Kokkinos's work often deals with themes of identity and family.
Her next film was the 50 minute short feature Only The Brave (1994), which won several awards. This film follows Alex as he helplessly watches his best friend Vicki fall victim to her self-destructive tendencies.
In her feature length work, Head On (1998), Kokkinos explores the relationship between the city and the individual. Similar to a "road movie" (i.e. Mad Max 1979) where the narrative follows the protagonists journey to their destination, a "street movie" follows the protagonist as they wander urban streets. Head On follows Greek-Australian teenager Ari as he wanders the streets of Melbourne. Ari is struggling with his identity as a gay male and the identity his family wishes to thrust upon him.
Head On divided the Greek community in Australia Kokkinos said in an interview with the LA Times. Kokkinos said "what it did is that it opened up a dialogue between younger Greeks and their parents. What the film has done is that it has broken down barriers."
The film was adapted from the novel Loaded which was written by Christos Tsiolkas. Head On received numerous awards from around the globe including Best First Feature in the San Francisco International Lesbian and Gay Film Festival as well as Best Film at the Milan International Lesbian and Gay Film Festival.
Her next film The Book of Revelation (2006) was also adapted form a novel of the same name written by Rupert Thomson. This film continues the street movie theme developed in Head On. In The Book of Revelation the main protagonist, Daniel, leaves his house to buy cigarettes but is abducted by three masked women who then subject him to physical and emotional abuse. The women also repeatedly rape Daniel. The Book of Revelation was nominated by the Australian Film Institute for Best Screenplay.
Kokkinos's most recent film was Blessed (2009). The film deals with the complex relationship between mother and child and occurs during the span of 24 hours. Blessed was nominated by the Australian Film Institute for Best Adapted Screenplay in 2009.
Kokkinos realized she was gay at the age of 15. In an interview with the LA Times she said, "I went through a very long process of having to come to terms with that, and that wasn't easy, but I don't think it's easy for anyone."
Although Kokkinos identifies as a lesbian, she rejects the tag "lesbian filmmaker." In the same LA Times interview she said, "I have the capacity to represent all kinds of characters on screen and tell a variety of stories with all kinds of characters in a compelling and interesting way for the broadest possible audience."
Only The Brave (1994)
Head On (1998)
The Book of Revelation (2006)