HBO said Wednesday that O'Brien will be a reporter on the monthly magazine show. Her first story, due later this month, is about war veterans who use martial arts to help them cope with post-traumatic stress disorder.
O'Brien most recently was a morning show host on CNN, but the news network has given the program an overhaul that will debut next week.
HBO also agreed to a deal with O'Brien's production company, Starfish Media Group.
O'Brien played college rugby, but her experience covering sports is limited.