Hely has written for the television shows Late Show with David Letterman (receiving an Emmy nomination for Outstanding Writing for a Variety or Comedy Show), Last Call with Carson Daly, where he also served as an associate producer, American Dad!, 30 Rock, and The Office.
Hely has also authored or co-authored two books. The Ridiculous Race, written with Vali Chandrasekaran and published in 2008 by Macmillan, chronicled a real-life race around the world between Hely and Chandrasekaran. Each set off from Los Angeles in opposite directions, with only one rule: "No airplanes." In 2009, Grove/Atlantic published Hely's debut novel, How I Became a Famous Novelist. Hely subsequently won the 2010 Thurber Prize for American Humor for the novel.
Hely is the co-host of The Great Debates, a weekly podcast in which he debates the great issues of the day with David King. Hely often takes the pro, or more life-affirming stance.
Hely has appeared onscreen in select episodes of 30 Rock and The Office. He appeared as a poster-collecting bachelor named Jerem in the 30 Rock episode "Lee Marvin vs. Derek Jeter". Additionally, he appeared as a flautist and shirtless bohemian in The Office episode "Gettysburg".