Television and film
Rudolph was in the improv troupe the Groundlings, where she met future Saturday Night Live cast member Will Forte. She joined the cast of Saturday Night Live as a featured player for the final three episodes of the 1999–2000 season and stayed until 2007. Her impersonations while on the show included Oprah Winfrey, Christina Aguilera, and Donatella Versace. She has made several cameo appearances over the years. Since the 45th-season premiere, she has occasionally portrayed Vice President Kamala Harris, a performance acknowledged by Harris. After Harris became the presumptive 2024 Democratic presidential candidate, Rudolph agreed to portray Harris on SNL through the 2024 election; pre-production on season 3 of her show Loot was postponed to accommodate her role. For her portrayal of Harris, she won the Primetime Emmy Award for Outstanding Guest Actress in a Comedy Series.
Rudolph appeared in many other television shows, including the CBS medical drama series City of Angels and Chicago Hope. She had small parts in Gattaca (1997), As Good as It Gets (1997), Chuck & Buck (2000), Duets (2000), Duplex (2003), and 50 First Dates (2004); she was also a music supervisor for Duets. Her first prominent film role came in 2006 with A Prairie Home Companion. That same year, she co-starred with Luke Wilson in the Mike Judge sci-fi comedy Idiocracy, although the film was only given a limited release. She also guest-starred as Rapunzel in the 2007 DreamWorks animated film Shrek the Third. She guest-starred as Julia in The Simpsons episode "The Homer of Seville". Rudolph guest-starred as character Athena Scooberman in NBC's Kath & Kim, and starred in the 2009 film Away We Go with The Office star John Krasinski.
In 2010, she appeared in Grown Ups starring Adam Sandler, where she played the wife of Chris Rock's character, and returned for the 2013 sequel, Grown Ups 2. In 2011, she appeared in Bridesmaids with Saturday Night Live colleague Kristen Wiig, and in 2013 she played a supporting role in The Way, Way Back as the girlfriend of Sam Rockwell's character. From 2011 to 2012, she co-starred in the NBC sitcom Up All Night, with Christina Applegate and Will Arnett. In 2013, she voiced Burn in the DreamWorks Animation film Turbo. Rudolph's self-titled variety show television pilot aired on May 19, 2014, but the show did not go beyond that. Also in 2014, she voiced Precious in the animated film The Nut Job, as well as in the 2017 sequel The Nut Job 2: Nutty by Nature, and voiced Aunt Cass in the Disney animated film Big Hero 6. She also starred in Paul Thomas Anderson's 2014 crime comedy-drama Inherent Vice, and the 2015 comedy Sisters, where she reunited with former SNL colleagues Tina Fey and Amy Poehler.
It was later announced that she would star in an NBC variety series Maya & Marty with Martin Short, which debuted on May 31, 2016. Her next series, Forever, premiered on September 14, 2018, on Amazon Video. As a voice actress, she voiced Matilda in The Angry Birds Movie (2016) and The Angry Birds Movie 2 (2019), voiced Smiler in the animated The Emoji Movie (2017), and had various roles in the Netflix animated series Big Mouth, premiering in 2017.
In 2018, she performed in advertisements for Ruby Tuesday and Seventh Generation. Also in 2018, she played Christine, the best friend of Melissa McCarthy's character, in the 2018 comedy film Life of the Party. From 2018 to 2020, Rudolph played a judge in the comedy series The Good Place, and received three Primetime Emmy Award nominations for her role. In 2019, she appeared as the mother in The Lego Movie 2: The Second Part. In 2021 she voiced Linda Mitchell, mother of two, in Sony Pictures' The Mitchells vs. the Machines, and Daniela Paguro in the Pixar film Luca. In July 2022 she appeared as the star of Loot, an Apple TV+ series. In 2022, Rudolph portrayed Malvina Monroe, the main antagonist of Disenchanted, the sequel to the 2007 Disney film Enchanted.
Rudolph has a production company called Animal Pictures with Natasha Lyonne which has produced Russian Doll, Poker Face, Loot, and The Second Best Hospital in the Galaxy. As of October 3, 2023, Rudolph reportedly separated amicably from Animal Pictures to produce independently. In 2023, it was announced that Rudolph would be the spokesperson for M&M's after owner Mars Inc. supposedly pulled its "Spokescandies" in light of criticism for its depictions of gender.
Rudolph made her Broadway debut in April 2026, taking over the role of Mary Todd Lincoln in Oh, Mary! for a ten-week engagement.