Zahedi subsequently returned to Los Angeles to attend UCLA film school. In the UCLA graduate program he completed his first feature film, A Little Stiff (1991). The film was an experimental narrative in which he re‑enacted his unrequited love for a UCLA art student, using real-life participants.
His feature film, I Don't Hate Las Vegas Anymore (1994), documented his attempt to bond with his estranged father and half-brother on a road trip to Las Vegas.
San Francisco
In 1998, Zahedi moved to San Francisco, where he made his next feature, In the Bathtub of the World (2001).[1] The film was a year-long video diary, with the premise of recording one minute every day for an entire year, and editing the footage down to 90 minutes. The film premiered on the Independent Film Channel. In 2004, Zahedi released Tripping with Caveh, a 30‑minute film which was originally intended to be used as a pilot episode for a television show that did not eventuate. It documents a mushroom trip with indie-folk star Will Oldham.
In 2005 Caveh's film I Am a Sex Addict was released, which took fifteen years to make due to financial and production difficulties. Through re‑enactments, the film recounted Zahedi's struggle with his addiction to prostitutes and the havoc it wreaked on his marriages and romantic relationships. When the completed project was rejected by Sundance, Zahedi tried to distribute the film himself. It was only after he won the Gotham Award, for "Best Film Not Playing in a Theater Near You", that IFC Films picked up the film.[3] Since that time, Zahedi has made several short films, including "Dada", published by Focus Features,[4] and "The Unmaking of I Am a Sex Addict," released on the DVD magazine Wholphin.[5]
Caveh's latest film The Sheik and I, released in 2012,[6] is a feature-length version of a shorter film commissioned by the Sharjah Biennial. It was subsequently banned in Sharjah.[7]
In 2015, the Factory 25 label released an anthology 6-DVD box set, Digging My Own Grave: The Films of Caveh Zahedi, that collects all of Zahedi's works to date.[8]
In 2016, Zahedi began working on a television series for BRIC TV called The Show About The Show. It is a show about its own making, with each episode detailing the making of the previous episode.[9]