A sexist column in the Pittsburgh Dispatch prompted her to write a venomous rebuttal to the editor. The quality of the letter caused the editor to ask Cochran, who was desparately looking for a job, to join the paper as a reporter. The editor also gave her her pen name, Nellie Bly, after the character in a popular song.
Bly wrote several investigative articles, before she was banished to the women's pages. She then left the Dispatch and went to New York City, where she applied for a job at Joseph Pulitzer's sensationalist newspaper, the New York World. Pulitzer hired her, and her first assignment was to write a story about the Women's Lunatic Asylum on Blackwell's Island. She let herself be committed and exposed the horrible condition under which patients were treated at the asylum.
This form of journalism, going undercover to get a story, would become her trademark.
In 1888, it was suggested that the World should send a reporter on a trip around the world, mimicking Jules Verne's book Around the World in Eighty Days. It was decided that Nellie Bly should be that reporter, and on November 14, 1889 she left New York on her journey. "Seventy-two days, six hours, eleven minutes and fourteen seconds after her Hoboken departure" Nellie arrived in New York.