Pileggi was a high school athlete, concentrating on wrestling and football. He attended the University of Texas in Austin, receiving a degree in business. For a while he worked in Iran as a defense contractor, until the 1979 Iranian revolution caused him and his brother to have to flee the country, escaping to Greece.
Mtich's most notable role was as the FBI's Assistant Director Walter Skinner on The X-Files. The role was originally recurring, but the part expanded, and in 1996 he became a regular member of the cast. The character gradually became the most integral character besides the two leads. He remained with the show until its television end in 2002. Pileggi also played the character in the 1998 X-Files film and, six years after the show's end, reprised the character in the film The X-Files: I Want to Believe.
Pileggi's recent work has included starring in the short-lived TV show Tarzan and co-starring with Barbara Hershey and Oliver Hudson in the short-lived TV show The Mountain. Since 2005, he has played the recurring role of character Colonel Steven Caldwell, Commander of the Earth Battlecruiser, Daedalus, in the second and subsequent seasons of the television series Stargate Atlantis. He also acted in an episode of CSI: Crime Scene Investigation and in 2006 had a regular guest role on Day Break as Robbery/Homicide Detective Spivak. Pileggi also appeared on the show Cold Case in the episode "Offender", in which he played father accused of murdering his own son, who then threatens to commit one murder per day until the case is reopened and solved. Pileggi also played the role of Larry Jennings, chairman of the board of the hospital, in Grey's Anatomy, and of Red Forman's friend Bull in an episode of That 70's Show. In 2008, he appeared in the Supernatural episode "In the Beginning", playing the role of Dean and Sam Winchester's grandfather, Samuel Campbell.
Pileggi appeared in two episodes of Law and Order: SVU as DEA agent Jack Hammond. In 2008 Pileggi played Ernest Darby, the head of the Nordics Motorcycle Club in the Sons of Anarchy television series
Pileggi has also done some voice acting. His voice was featured as the githzerai Dak'kon in the video game Planescape: Torment. Another role he voices is Commissioner James Gordon on the new Kids WB! animated show The Batman. Pileggi also hosted the controversial FOX specials Breaking the Magician's Code: Magic's Biggest Secrets Finally Revealed and Conspiracy Theory: Did We Land on the Moon?