David proved himself to be a great director as well: he opened his own studio and shot a number of ads and music videos.
LaChapelle directed the "Natural Blues" video for Moby that featured Cristina Ricci's acting in a role of an angel. In 2000, this clip won the "Best Video of the Year" prize at MTV Europe Music Awards. In 2005, David directed "Rize" movie, documentary showing life of street dancers of Los Angeles. In 2015 he directed the "Take me to church" music video that made it's way to the top of many charts.
In 2003, David created the "Jesus is My Homeboy" series. A sensational thought hit LaChapelle's head: what if Jesus Christ's appearance was not 2 thousand years ago, but now? In the series, Jesus came to ordinary Americans: rappers and prostitutes, drug addicts and dealers, to hard workers and tramps. The apostles were shown as "tough guys" drinking beer at the Last Dinner. The series was published in i-D magazine, caused a dispute in society and triggered a scandal. LaChapelle was accused of blasphemy. As for the art sphere, world's wealthiest galleries recognized LaChapelle's works as masterpieces. As new Christ's moral pandered to pure consumption, photographs of the series placed on auctions were sold for at least $ 40,000 - while LaChapelle issued large runs.