In late 1928, Brown began making films, starting the next year with Warner Bros.. He quickly became a favorite with child audiences, and shot to stardom after appearing in the first all-color all-talking musical comedy On with the Show (1929). He starred in a number of lavish Technicolor Warner Brothers musical comedies including: Sally (1929), Hold Everything (1930), Song of the West (1930), and Going Wild (1930). By 1931, Joe E. Brown had become such a star that his name was billed above the title in the films in which he appeared.  He appeared in Fireman, Save My Child (1932), a comedy in which he played a member of the St. Louis Cardinals, and in Elmer, the Great (1933) with Patricia Ellis and Claire Dodd and Alibi Ike (1935) with Olivia de Havilland, in both of which he portrayed ballplayers with the Chicago Cubs.  In 1933 he starred in Son of a Sailor with Jean Muir and Thelma Todd. In 1934, Brown starred in A Very Honorable Guy with Alice White and Robert Barrat, in The Circus Clown again with Patricia Ellis and with Dorothy Burgess, and with Maxine Doyle in Six-Day Bike Rider.  Brown was one of the few vaudeville comedians to appear in a Shakespeare film; he played Francis Flute in the Max Reinhardt/William Dieterle film version of Shakespeare's A Midsummer Night's Dream (1935) and was highly praised for his performance. He starred in Polo Joe (1936) with Carol Hughes and Richard "Skeets" Gallagher, and in Sons o' Guns. In 1933 and 1936, he became one of the top ten earners in films. He was sufficiently well known internationally by this point to be depicted in comic strips in the British comic Film Fun for twenty years from 1933.  He left Warner Brothers to work for producer David L. Loew, starring in When's Your Birthday? (1937). In 1938, he starred in The Gladiator, a loose film adaptation of Philip Gordon Wylie's 1930 novel Gladiator that influenced the creation of Superman. He gradually switched to making "B" pictures.

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Brown was one of the few vaudeville comedians to appear in a Shakespeare film;