Before creating Boardwalk Empire, Winter was a writer and executive producer for the HBO television series The Sopranos, from the show's second to sixth and final season (2000–2007).

[8] He eventually won a spot in the Warner Bros. Television Writers' Workshop,[9] and later joined the writing staff of the Fox series The Great Defender, starring Michael Rispoli, later a Sopranos cast member.

Winter wrote the screenplay for the 2005 film Get Rich or Die Tryin' and its accompanying video game 50 Cent: Bulletproof.

Winter created the HBO series Boardwalk Empire and also served as showrunner and head writer, with fifteen episodes credited to him, including: "Boardwalk Empire",[14] "The Ivory Tower",[15] "A Return to Normalcy",[16] "21", "Two Boats and a Lifeguard", "To the Lost",[17] "Resolution", "The Pony", "Margate Sands", "Acres of Diamonds", "William Wilson", "Farewell Daddy Blues", "The Good Listener", "Cuanto", and "Eldorado".

In 2007, Winter began working on the screenplay for The Wolf of Wall Street, based on the memoir by Jordan Belfort, following a conversation with Martin Scorsese.

Winter, in collaboration with DiCaprio and Scorsese, completed the finalized shooting script in 2012, with principal photography commencing later that year.

[21] The film, directed by Martin Scorsese, released in December 2013 to both critical and commercial success, earning Winter his first Academy Award nomination for Best Adapted Screenplay.

The film is considered a masterful, albeit polarizing, satire that continues to spark discussion about morality, greed, and the American Dream.

Winter served as the co-creator, writer, executive producer, and showrunner of the HBO period musical drama series Vinyl, which reunited him with Boardwalk Empire actor Bobby Cannavale and director Martin Scorsese.