In 1988, Yates made his first film "When I Was a Girl" in Swindon. The film entered the festival circuit where it was named Best Short Film at the San Francisco International Film Festival. It contributed towards Yates's acceptance into the National Film and Television School in 1989 and led to the BBC hiring him to direct "Oranges and Lemons", a short drama film in 1991. Before completing film school, he began to direct, produce and write the screenplay to the dramatic short "The Weaver's Wife". He also made his fourth short film, "Good Looks", which was presented at the Chicago International Film Festival. After graduating in 1992, Yates directed an episode of the film studies programme "Moving Pictures".