Annis has also pursued a stage career, playing leading roles with the Royal Shakespeare Company – Luciana in Trevor Nunn's musical version of "The Comedy of Errors" in 1976, and Juliet in "Romeo and Juliet" alongside Ian McKellen in 1977. At the National Theatre in 1981, she played Natalya Petrovna in Peter Gill's production of Ivan Turgenev's "A Month in the Country". At the Comedy Theatre between September 2005 and January 2006, Annis starred as Ruth in "Epitaph for George Dillon" with Joseph Fiennes. She returned to the stage in April 2009, to star as Mrs. Conway in Rupert Goold's National Theatre revival of J. B. Priestley's "Time and the Conways".