In 2002 Coleman starred in a multiple award-winning Czech film by Petr Zelenka Rok ďábla (Year of the Devil). Switching to yet another artistic role, he has been co-directing a documentary-style music film called "The Death And Resurrection Show", named after a song on Killing Joke's 2003 album. He also appeared on the soundtrack to Disney's animated feature film Mulan (1998).

Coleman is also writing a book about permaculture, free energy, freedom and freedom-loving individuals. The main thesis is on how to survive without money. The book will be divided into two parts; one part concentrating on the music and other on the ideas behind it. The book was planned to be published in 2009.

After the recording of Fire Dances in 1982, the band relocated to Iceland. It is not clear what their motives were exactly, however, it is widely believed that Jaz Coleman wanted to escape the apocalypse, which he predicted would come soon and it would only be possible to survive it on an island (a view he elaborated on in the spoken-word The Courtald talks). After this incident, Coleman was widely considered to be mad by the general public.

Jaz Coleman has a Ph.D in Theology.