O'Brien moved to Chicago and began taking improv and Sketch classes. At iO Chicago he performed with a group called The Reckoning (2001–present). He trained at the Second City in Chicago, eventually joining the company’s mainstage, where he performed for one year as a part of "America: All Better".
O'Brien worked as a staff Writer on Saturday Night Live for seven seasons, joining the show in 2009, and also appeared as a featured player for the 2013–14 season. After his sole season as a featured player, he left the cast but continued to write for the show in his final season from 2014 to 2015. Some of O'Brien's sketches include "Monster Pals" starring James Franco as well as "Puppet Class" starring Bill Hader. His short films "Grow a Guy" and "The Jay-Z Story" were each given the title card, "A Mike O'Brien Picture" in season 40. After leaving the writing staff in season 41, O'Brien has continued to contribute short films under the title, A Mike O'Brien Picture.
In 2011, O'Brien introduced 7 Minutes in Heaven with Mike O'Brien, a comedy routine in which he interviews celebrities in a closet and closes by trying to kiss the Celebrity.
In 2015 Mike released a comedy Sketch album entitled 'Tasty Radio' which features Bill Hader, Fred Armisen, Jason Sudeikis, Vanessa Bayer, Seth Meyers, John Mulaney, Jorma Taccone, John Lutz and Scarlett Johansson.