Movies:
* The Reunion (2022) - Writer, Director
* The Purity of Vengeance (2022) - Writer
* A Second Chance (2018) - Writer
* The Exception (2016) - Writer, Director
* The Day Will Come (2016) - Writer
* The Guilty (2018) - Writer (screenplay adapted from the screenplay by Gustav Möller)
* The Killing (2007-2012) - Writer (TV series)
* Borgen (2010-2013) - Writer (TV series)
TV Series:
* The Chestnut Man (2021) - Writer
* Ride Upon the Storm (2017-2018) - Writer, Director
* The Killing (2007-2012) - Writer
* Borgen (2010-2013) - Writer
* The Legacy (2014-2017) - Writer
Please note this is not an exhaustive list, as Jens Veggerby has also worked on other projects as a screenwriter and director. He is a highly acclaimed and prolific figure in the Danish film and television industry.