Beginning her career as a Broadway dancer, Rudner noticed the lack of female comedians in New York City and turned to stand-up comedy, where she has performed for over three decades.

Her performance on a variety of HBO specials and numerous appearances on The Tonight Show with Johnny Carson, helped establish Rudner as one of the premier comics to emerge from the comedy boom of the 1980s.

[11] Rudner is the author of the books I Still Have It; I Just Can't Remember Where I Put It, Naked Beneath My Clothes and the novels Tickled Pink and Turning The Tables.

In January 2016, she appeared in a new play titled Act 3... alongside Charles Shaughnessy at the Laguna Playhouse, directed by Martin Bergman.

In May 2009 she performed for Senator Harry Reid and President Barack Obama at Caesars Palace alongside Bette Midler and Sheryl Crow.