Malone had her first cinematic leading role in the psychological science fiction thriller film "Donnie Darko" (2001), playing Gretchen Ross, the new girl in town who becomes the girlfriend of Jake Gyllenhaal's title character. Though the film was not a box-office hit, it later gained notoriety as a cult film. The same year she had a supporting part in the drama "Life as a House" (2001), portraying the girlfriend of a young man (Hayden Christensen) whose ailing father (Kevin Kline) is building a home. Malone co-produced the independent comedy-drama "American Girl" (2002), the first feature in which she had top billing, co-starring with Brad Renfro and Alicia Witt as a suicidal young woman whose father is in prison. In 2002 Malone played the part of a Catholic schoolgirl with a painful secret opposite Emile Hirsch in "The Dangerous Lives of Altar Boys", also featuring Vincent D'Onofrio and Jodie Foster. In 2003, Jena appeared as "ferry girl" in "Cold Mountain".