Gaffigan's comedy routines often include humorous, high-pitched "asides" representing commentary on his performance from a hypothetical naive and easily offended audience member. These were inspired by his sister.
Gaffigan is also known for routines or skits relating to being lazy and eating food, especially popular routines regarding Hot Pockets, cake, and bacon. In 2004 Gaffigan's stand up material was featured in Comedy Central's animated series Shorties Watchin' Shorties. His 2006 album, Beyond the Pale, consisted primarily of material regarding food and American eating habits. The album was accompanied by an hour-long special on Comedy Central of the same name, which was released on DVD. His 2009 album, King Baby, was also a television special filmed in Austin, Texas at the end of his "The Sexy Tour". Comedy Central released King Baby on DVD. In a March 2009 interview on Anytime with Bob Kushell, Gaffigan defended his naming of the tour, stating that he thought it would be funny that parents would be unsure about whether to bring their teenage children to the show.
For Easter 2010, Gaffigan traveled to Israel and had two performances. One was at a theater in Tel Aviv and the second was at Israel's only English-speaking comedy club in Jerusalem.
On February 25, 2012, Gaffigan taped a one-hour stand-up special Mr. Universe at the Warner Theater in Washington, D.C. He announced that, based on the business model used by Louis C.K.'s Live at the Beacon Theater, the stand-up would be available online through his website for $5, with $1 of the proceeds going to the Bob Woodruff Foundation.