Gaye added modeling to her career, shooting a campaign for Armani and walking the runway for Gianni Versace.

In 2001, Gaye returned to the recording studio, collaborating with Bono & Artists Against Aids Worldwide re-recording “What’s Going On” as a call to stop the spread of AIDS in Africa.

After taking time to raise her son, Nolan, Gaye began to pursue her dream of becoming an actress. She was cast as Zee (a supporting role that was previously held by the late Aaliyah) in the sequels "The Matrix Reloaded" and "The Matrix Revolutions" (both 2003), and turned in a fine performance via the groundbreaking Performance Capture technology in the CGI-animated children's story "The Polar Express" (2004).