Melgar became a self-taught freelance film director and producer, beginning with experimental films and interviews for television in 1983. In 1985 he joined the collective Climage, under whose auspices he has produced a dozen documentaries, many about immigration and identity. His documentary EXIT: The Right to Die won the prestigious 2006 EBU Golden Link Award for best European co-production and the 2006 Swiss Film Prize. In 2007, Melgar won the screenplay competition of Télévision Suisse omande (French-speaking Switzerland's main broadcaster). In 2008, his documentary The Fortress won a Golden Leopard at the Locarno International Film Festival. Melgar has edited several of Jacqueline Veuve's films, including Journal de Rivesaltes 1941-1942, awarded the 1998 Swiss Film Prize.