After graduation, he worked as an advertising copywriter, winning 11 Clio Awards, and three One Show Gold Pencils for his work on corporate and political advertising campaigns, for clients including BMW, FedEx, Michael Dukakis, and Sony.
He then became a freelance writer for many publications, including The New York Times Magazine (where he substituted for Russell Baker), The New Republic, New York, The Washington Post, the Los Angeles Times, The New Yorker, The East Hampton Star, and Playboy.
He was a contributing editor at Spy, worked for Howell Raines writing editorials for The New York Times, and has written the (largely) humorous "New Yorker's Diary" for The New York Observer since 1994. He has been a contributing editor at Vanity Fair since 1995, and a columnist at Strategy+Business magazine since 2000. His work has also appeared online at Salon.com and Inside.com.
In television, Feirstein worked very briefly on Saturday Night Live, was an on-air contributor to ABC's Days End, and was nominated for a CableACE Award for his one-act HBO play The Best Legs in the Eighth Grade, starring Tim Matheson and Jim Belushi. He was also the story editor on the Fox series Mr. President, starring George C. Scott and produced by Johnny Carson. He has appeared (as himself) in documentaries about the 1980s, the "Hollywood Award Season", James Bond, and Pierce Brosnan.