David Cross briefly attended Emerson College in Massachusetts but dropped out almost immediately after enrolling to begin his stand-up career. He was part of several comedy troupes in the Boston area, including Cross Comedy, which occasionally performed before and during concerts featuring local bands, most notably the Cavedogs.

Cross began his professional television career on the The Ben Stiller Show. The short-lived Fox Network program hired him as a writer toward the end of the series' run, but he occasionally made brief appearances in some of the skits. This included a memorable speaking role in one of the show's most ambitious sketches, "The Legend of T.J. O'Pootertoots," which was written almost entirely by Cross.

It was during this period that he first met Bob Odenkirk, with whom he would later co-create the HBO sketch comedy series Mr. Show with Bob and David in 1995. He co-starred as Tobias Fünke in Arrested Development, another Fox production. In addition to these larger roles, he has made cameo appearances on shows like Just Shoot Me, The Drew Carey Show, Newsradio, Strangers with Candy, and Aqua Teen Hunger Force. Since October 2005, Cross has been appearing as Stephen Colbert's archnemesis, a fictional liberal radio talk show host named "Russ Lieber" on Comedy Central's The Colbert Report. He is currently working on an animated series for Comedy Central called Freak Show, which costars H. Jon Benjamin. Cross has appeared several times in the MTV2 show Wonder Showzen.

David Cross later teamed up with Bob Odenkirk to produce a feature film, based on one of their Mr. Show characters, called Run Ronnie Run. The film was satirical of the reality TV craze, and had numerous cameos from many stars. However, Cross and Odenkirk came into creative conflict with the director, and after nearly two years New Line Cinema sent it straight to DVD.

Cross maintains a notable stand-up career consisting of material that often blends left-wing political commentary and crude "low brow" humor. He has released two highly-successful CDs to date, Shut Up You Fucking Baby! and It's Not Funny. He was also given his own one-hour comedy special on HBO in 1999 entitled The Pride Is Back. In 2004, Shut Up You Fucking Baby! was nominated for a Grammy Award for Best Comedy Album. In 2003 Cross released his first tour film entitled Let America Laugh. He is number 85 on Comedy Central's list of the 100 greatest standups of all time.

In 2004 Cross provided voices for a Marine in the Xbox game Halo 2, and a store clerk named Zero in the game Grand Theft Auto: San Andreas. Both characters were often whiny and humorous in nature. He was the voice of the violent, alcoholic "Happy-Time Harry" doll in Aqua Teen Hunger Force (credited as Sir Willups Brightslymoore), and appeared as Joy's ex-husband on Adult Swim's Tom Goes to the Mayor (on which Bob Odenkirk is executive producer). 2004 saw him direct the music video 10am Automatic for the two man blues-rock band The Black Keys. The video spoofs public access television.

In April 2005, Cross criticized stand-up comedian Larry the Cable Guy in a Rolling Stone interview, saying "It's a lot of anti-gay, racist humor — which people like in America — all couched in 'I'm telling it like it is.' He's in the right place at the right time for that gee-shucks, proud-to-be-a-redneck, I'm-just-a -straight-shooter-multimillionaire-in-cutoff-flannel-selling-ring-tones act. That's where we are as a nation now." This caused Larry to devote a chapter to Cross and the "P.C. left" in his book GIT-R-DONE, saying that Cross had "screwed with my fans, it was time for me to say something." Cross responded with an Open Letter to Larry the Cable Guy posted on his website, and he continues to mock Larry in his stand-up, as well as during his guest appearances on Wonder Showzen. In December 2005, he ended his performance on Comedy Central's "Last Laugh '05" by yelling "GIT-R-DONE!" mockingly to the audience as he left the stage.

Cross played a cheesy radio DJ, possessing many of stereotypes he described in a Shut Up You Fucking Baby bit, in The Strokes' music video for "Juicebox".