Rodriguez started his acting career starring in various theatrical productions, including "Three Sisters", "A Respectable Wedding" and "Severity's Mistress". He took on leading roles in "Sexual Perversity in Chicago" and "Extinction" which he produced with his theatre company Red Dog Squadron, for which he also directed the play "Greedy" and wrote and directed the one-act play "Sustenance." His most recent foray onto the stage was in December 2016, when he starred in the New York production of "White Rabbit Red Rabbit" by Iranian playwright Nassim Soleimanpour.