She made her debut as a featured player on Saturday Night Live on September 15, 2012. Aidy became promoted to a repertory player during her second season on the show. In 2019, Aidy starred in the Hulu series Shrill. After Aidy became involved with Shrill, as a co-writer, co-executive producer, and the main character, there became a question of whether Aidy would return for the 2019–20 season of Saturday Night Live although Lorne Michaels encouraged her to work on both shows.
Aidy stated that she would work 12-hour days on Shrill and then at SNL later, making for 22-hour days. Shrill would run for three seasons ending in May 2021, and Aidy was told that its third season would be the last one after it was shot. Aidy planned to exit SNL after its 45th season, however, the COVID-19 pandemic caused her to reconsider leaving after “one last normal year” that finished with the 2021-2022 47th season.
