From 1995 to 2002 he worked at The Second City and IO Theater in Chicago, an experience that introduced him to 30 Rock creator Tina Fey and prepared him for his role on her show. McBrayer appeared in over 80 sketches on Late Night with Conan O'Brien (2002–04), often lampooning his own Southern upbringing by playing stereotypical hillbilly characters. On August 10, 2007, and September 20, 2008, he made cameo appearances on Late Night playing Kenneth Parcell from 30 Rock. During the first appearance, O'Brien remarked to him, "I thought you were above this now." McBrayer later reprised his role as Kenneth twice (November 24, 2009, and January 13, 2010) after O'Brien's switch to The Tonight Show. He appeared on O'Brien's Legally Prohibited From Being Funny on Television Tour at stops in Eugene, Oregon, Universal City, California (on the Universal Studios lot where O'Brien taped Tonight), and the final tour stop in Atlanta; McBrayer is from Macon which is southeast of Atlanta and in Georgia.