Rudnitsky performed with the Groundlings. On August 31, 2015, it was announced that Rudnitsky would join the cast of Saturday Night Live as a featured player for the show's forty-first season. In the third episode of that season, Rudnitsky portrayed Anderson Cooper in a Sketch, acting as moderator for a Democratic presidential debate, for which he was criticized by Cooper. He has also done impressions of Wolf Blitzer, John Mayer, Martin Scorsese, Tom Cruise, and Vladimir Putin (in a dress rehearsal Sketch on the episode hosted by Donald Trump), while also doing a Dirty Dancing Sketch for Weekend Update, which was seen as one of his high points of the season. On August 9, 2016, Rudnitsky departed the show.