Yi began by performing in Bloomington, California. After high school, she has performed shows in Los Angeles at The Steve Allen Theater, and The Upright Citizens Brigade Theatre. In 2005 and 2006, she performed in the New York Comedy Festival, and in 2007 HBO's U.S. Comedy Arts Festival in Aspen, Colorado. Yi's film debut was in Judd Apatow's 2007 film, Knocked Up. In 2008, Yi performed as part of the Apatow for Destruction Live comedy show at Montreal's Just For Laughs Festival.