Rambert is a performance-based School. There are four performance periods given within Rambert School Theatre each year. The School also performs regularly at the Cochrane Theatre in central London in collaboration with Central St Martins College of Art and Design. Additional performances are given in other theatres such as the Linbury Studio Theatre within the Royal Opera House, Watermans Arts Centre in Brentford and Richmond Theatre.

Students also take part in Research Projects. These lead to additional performance experience in unusual venues, such as cathedrals.

Two in-house performance weeks, and the Cochrane Theatre event, consist entirely of student works. Other performances are comprised of student work and pieces choreographed by professionals. These professionals are often enormously respected members of the profession. For example, in 2004 Mark Baldwin, the Artistic Director of Rambert Dance Company, came into School to mount one of his pieces on the students.