Jeselnik attended Tulane University in New Orleans, Louisiana for English literature. He later decided to move to Los Angeles to be a comedian to earn a living, where he kicked off his dark-style comedy acting.
He is also a television host, writer and producer and actor. In concert with Jimmy Fallon, he wrote the first season of the TV series Late Night. He took up the role of hosting Comedy Central Presents in 2009. And in 2010, he produced his debut comedy album and gave it the name “Shakespeare” and moved up to performer in the 2011 roast of Donald Trump. Anthony also performed on the roasts of Roseanne Barr and Charlie Sheen in 2012. In 2013, He produced another comedy album entitled “Caligula” just last year 2013. And also began hosting his own show, which he has dubbed “The Jeselnik Offensive”.