Anthony Jeselnik served as a writer for the first season of 'Late Night with Jimmy Fallon' in 2009. His pitches would be continually shot down for being too dark. In March 2010, he approached the show's producers and told them he wanted to leave.

Jeselnik's "big break" was his performance on Comedy Central’s Roast of Donald Trump in 2011. "It was stressful because it was like, if I mess this up, I'm done," he said in an interview with Vulture.

Two years into his standup comedy career, Jeselnik came up with a dark joke about his girlfriend's chocolate addiction and ended it with a dark twist that would go on to become his signature, he said during his appearance on Adam Ray's podcast 'About Last Night'. The audience's reaction made him want to explore that kind of writing more. Originally titled 'My Girlfriend Loves to Eat Chocolate', it was later featured on his debut album 'Shakespeare' as 'Romance'.

During a Reddit AMA Jeselnik wrote, "I jumped around, slapping myself and swearing for ten seconds, which seemed like a minute. When I stopped there was absolutely no laughter. It was humiliating. And I decided right then and there that physical humor was going to off limits for the rest of my life."

When a fan asked Jeselnik which person from history he would like to roast, Jeselnik said, "Oscar Wilde. The wittiest motherf*cker in history."

While he was writing for 'Late Night with Jimmy Fallon', Jeselnik was a regular at the Comedy Cellar in Greenwich Village, New York City. The club would let him take earlier sets so he could go home early and go to sleep for work the next morning.

For the first episode of 'The Jeselnik Offensive', he performed a cancer-related stand-up routine for a cancer support group. Comedy Central felt uneasy using the sketch. That's when Jeselnik pointed to the premiere episode of 'Chappelle's Show', in which Dave Chappelle plays a blind African-American Klansman, which he regarded as "one of the edgiest things they ever did." The sketch opened the first episode and received a positive reception with Jay Leno calling to inform Jeselnik "how much he loved the cancer segment."

On 'The Lex Fridman Podcast' episode featuring Kanye West, Fridman praised Jeselnik for his aggressively offensive style. West went on to say, “But then, it’s, like, hurtful when I do it.”

During a Reddit AMA, Jeselnik revealed this was his favourite beer. The comedian however gave up drinking after the pandemic.

"The name’s Redrum but you can call me Rummy," is the Instagram bio on his dog's profile. Jeselnik rescued him from a Korean meat factory during the pandemic.