She has two movies opening in Australia this week — the first is Creed II, the sequel to Creed, which in 2015 relaunched the Rocky franchise, while the other is a small indie flick called Sorry to Bother You.
And that's off the back of a phenomenal few years in which Thompson, 35, has been popping up in everything worth watching.
Edgy comedies? Dear White People and War on Everyone. Hollywood blockbuster? Thor: Ragnarok. Historical drama? Selma. Thoughtful and poignant female-led sci-fi? Annihilation. Buzzy HBO series? Westworld.
Thompson is doing it all — so, yeah, she's a busy woman and she's in-demand. Because Thompson brings an automatic "cool factor" to any film.
As Bianca, the female lead to Michael B. Jordan's Adonis Creed, in Creed II, her character has more agency than her predecessors in the Rocky universe. Bianca is much more than a "love interest" to the male lead — she has her own story arcs and character development.
Thompson says the way she's approached Bianca, a singer-songwriter, is through her music, as she did when she first bagged the role in 2015.
"Quite literally, in the first Creed, you hear her before you see her," Thompson says over the phone from Philadelphia where the cast and crew are promoting the film. "How she has changed over the years, her maturity and evolution, that was reflected in her music."
The significance of Bianca's music isn't just wedded to the character; it's because Thompson herself is also a singer-songwriter and contributed tracks in both the first and second films — so, yes, that is her singing on screen.
When it came to writing the songs, which had to be more radio-friendly and commercial than Bianca's work in the first Creed, Thompson and composer Ludwig Goransson looked to the likes of Kelela, Bjork, Portishead and Massive Attack as influences.
As a former member of electro-soul band Caught A Ghost, it's another facet of Thompson's talent that's made her so in-demand among filmmakers.
Next year, she has three massive projects coming out, as the second lead in Men in Black reboot, alongside Thor buddy Chris Hemsworth, as the voice of Lady in the live action remake of Disney's Lady and the Tramp, and in the anticipated fourth Avengers movie, for which she'll revive her scene-stealing character Valkyrie from Thor: Ragnarok.
Thompson, whose slate includes a mix of interesting indie projects and big studio blockbusters, says she partly took on Thor: Ragnarok to see if she could work in a different way.
"I remember watching Naomi Watts in King Kong and there was one sequence, and it was so simple, where she was running and then Kong sweeps her up — she was so convincing and I remember thinking it must've been so awkward to shoot," Thompson tells news.com.au.
"She looks so relaxed and I believed she was being swept up by Kong even though I knew she wasn't. And I thought, 'Wow, she's really talented', and that was an element of her talent that I hadn't seen before.
"I said to myself, I want to do a movie where I know I'll have to do a lot of green screen and CGI. I want to see if I can because there's a chance that I can't and I'll have egg on my face but at least I'll know it. And if I can, then it means I can do more than I think I can."
Thompson says taking on Men in Black was rooted in a similar idea to explore that wacky side of acting, to test whether she can do a role that required a lot of physical comedy.
"The effects supervisor on Men in Black, Jerome, told me I was really good at pantomime and I was so happy to hear that because I want to get good at that sort of thing," she tells news.com.au.
"I've seen Chris (Hemsworth) have to do things that were so silly and he would just be able to sell it. And then (Thor: Ragnarok director) Taika (Waititi) would yell cut and Chris would say 'I felt stupid' but he was so convincing and brilliant in it. He's been working in that space for so long and he's really gifted at it.
"Sometimes you're doing totally silly things like fighting aliens that don't exist in front of you and there are 150 people watching you on set and it takes a kind of weird bravery and an ability to make a fool of yourself.
"It's good to be not taken too seriously, that's when you get to play like a kid and that's such a joy."
Cultivating that malleability as an actor has allowed Thompson to explore characters very different from each other. Take the two movies she has out this week — Creed II and Sorry to Bother You.
In Creed II, she's playing someone facing challenges and changes in a world that's grounded in our reality. It's a serious role that would resonate with the audience.
In Sorry to Bother You, Thompson plays an activist character in a movie that's much quirkier and, on the surface, removed from our reality, though its anti-capitalism theme is very relevant to a 2018 audience.
What connects them is what connects many of the projects she's involved with — they're political, though not always overtly.
"To take a beloved franchise (such as Rocky) and to centre it in the same universe on a young black man, and to talk about toxic masculinity, and speak to under-represented communities, (Creed and Creed II) are political in their way too."
Thoughtful and softly-spoken, as much as Thompson enjoys talking about her work, it's when the topic of political engagement comes up that the excitement in her voice goes up a couple of notches.
In the lead-up to this month's US midterm elections, Thompson was active on social media, encouraging people to go out and vote.
"I feel like it's my civic duty to stay engaged, to stay active and to vote, and I would feel that way regardless of whether I had a platform to speak to it.
"We're living in times that are really dark for a lot of people. For many of them, they have legitimate fears around human rights in this country so it's been really heartening to see people be active and engaged."
She says she was so happy she was able to vote at her local polling place — not a given with her travelling schedule — but there wasn't anything like an Australian sausage sizzle, though she loves the idea.
"We should be creating more tradition around civic engagement. I'm really excited for this new generation because I don't think it's the case anymore that you shouldn't talk about politics at the dinner table. It's become increasingly cooler to talk about politics, and it's not taboo or not-done."
In case you're wondering, no, she's not a Donald Trump fan.
She's come a long way since a recurring role as frenemy Jackie Cook in the second season of Veronica Mars in 2005, only her second screen credit after an episode of Cold Case.
Thompson admits her busy schedule will likely keep her from making a cameo in the upcoming revival but says she and creator Rob Thomas have "talked a little bit" about it.
"I'm so excited that they're doing it," she says. "I've been in touch with Kristen (Bell) a little bit over the years, and that show still means so much to me.
"I sort of pinch myself that one of my first jobs was something as cool as that series, so I'm excited to see it."
No wonder everyone wants to be in the Tessa Thompson business — she epitomises that kind of Hollywood cool, the kind of cool that can carry off silly blockbusters, political indies and cameos in Janelle Monae video clips.