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.
On November 2, 2016, it was announced that Rudnitsky would star alongside Reese Witherspoon in the upcoming film Home Again.