| Movie | 1984 | David Sanborn: Live at Montreux 1984 | Himself | |
| Movie | 2008 | Tokyo Jazz Festival. vol.5 | Self | |
| Movie | 1990 | Jazz Under the Skies | Self | |
| Movie | N/A | David Sanborn Band Live in Budapest 2015 | Himself | |
| Movie | 1999 | David Sanborn & Friends - The Super Session II | Himself | |
| Movie | 1985 | Al Jarreau feat David Sanborn - Live At Rockpalast | Self | |
| Movie | 1991 | Michael Kamen: Concerto for Saxophone | | |
| Movie | 1996 | The Phil Collins Big Band - Live at Montreux 1996 | Self | |
| Movie | 1998 | Burt Bacharach: One Amazing Night | Self | |
| Movie | 2006 | Legends of Jazz: Showcase with Ramsey Lewis | Self | |
| Movie | 1979 | James Taylor in Concert: Live at Blossom Music Center | | |
| Movie | 2013 | The Investigator | Paul | |
| Movie | 1995 | Forget Paris | David Sanborn | |
| Movie | 1980 | One Trick Pony | Saxophone Soloist | |
| Movie | 1994 | A Celebration: The Music of Pete Townshend and The Who | Self | |
| Movie | 1988 | Scrooged | Street Musician | |
| Movie | 2016 | I Go Back Home - Jimmy Scott | Self | |
| Movie | 2000 | Christmas is Coming: Rob Mathes & Very Special Friends | Himself | |
| Movie | 1999 | Eric Clapton & Friends in Concert | Self - Guest star | |
| Movie | 2015 | Marcus | Self | |
| Movie | 1997 | Legends – Live At Montreux | Self | |
| TV Show | 1980 | Magnum, P.I. | | 2 |
| TV Show | 1973 | Rock Concert | Self | 1 |
