Campion's first short film, "Peel" (1982), won the Short Film "Palme d'Or" at the 1986 Cannes Film Festival, and other awards followed for the shorts "Passionless Moments" (1983), "A Girl's Own Story" (1984), and "After Hours" (1984). After leaving the Australian Film and Television School, she directed an episode for ABC's light entertainment series "Dancing Daze" (1986), which led to her first TV film, "Two Friends" (1986), produced by Jan Chapman.