Durham was born in Washington, Arkansas and became active in theatre, performance and literature related to the US civil rights movement in the 1960s. His first solo exhibition as a visual artist was in Austin, Texas in 1965. Durham moved to Geneva, Switzerland in 1968. He studied at L'École des Beaux-Arts, Geneva until being drawn back to the US in 1973 through his involvement with the American Indian Movement (AIM). From 1973 until 1980 Durham worked as a political organizer with AIM, becoming a member of the movement’s Central Council. He also served as director of the International Indian Treaty Council and representative to the United Nations. When AIM fragmented at the end of the 1970s Durham, who was then living in New York City, returned his attention to art, creating sculptures that radically challenged conventional representations of North American Indians. He exhibited and published essays frequently and from 1981 to 1983 he was the director of the Foundation for the Community of Artists in New York. In 1983 West End Press published Columbus Day, a book of his poems and in 1988 his poetry was also included in Harper’s Anthology of 20th Century Native American Poetry.

In 1987 Durham moved to Cuernavaca, Mexico, where he was based until moving to Europe in 1994. During his time in Mexico, Durham exhibited widely, including at the Whitney Biennial, documenta IX, Institute of Contemporary Arts, London, Exit Art, the Museum of Modern Art, Antwerp and the Palais des Beaux-Arts, Brussels. He also published a number of essays in books and periodicals, including Art Forum, Art Journal and Third Text. In 1993 a collection of his essays, A Certain Lack of Coherence, was published by Kala Press.

Since moving to Europe, Durham’s work has focused primarily on the relationship between architecture, monumentality and national narratives. His anti-architectural sculptures, performances and videos seek to liberate architecture’s privileged material, stone, from its metaphorical associations with monumentality, stability and permanence. His exhibitions in Europe have included venues such as the Hamburg Kunstverein, FRAC in Reims, Wittgenstein Haus in Vienna, Kunstverein Munich, and the Venice Biennale, among many others. In 2005 Durham co-curated The American West, an attack on cowboy and Indian mythology, at Compton Verney, UK. In 2010 Durham presented his Rocks Encouraged in the Portikus exhibition hall in Frankfurt am Main, Germany.

In 1995 Phaidon published Jimmie Durham, a comprehensive survey of his art, with contributions by Laura Mulvey, Dirk Snauwaert, and Mark Alice Durant (see bibliography).