HBO said Wednesday that O'Brien will be a reporter on the monthly magazine show, which is anchored by Gumbel. Her first story, due this month, is about war veterans who use martial arts to help cope with post-traumatic stress disorder.
"It's exactly what I've been doing for a long time: telling stories about human beings and their struggles," O'Brien said.
She most recently was a morning-show host on CNN, but the news network has given the program an overhaul that will debut next week.
O'Brien was replaced by the anchor team of Kate Balduan and Chris Cuomo.
O'Brien's experience with sports has been limited, although she did play rugby while studying at Harvard.
She will be a visiting fellow at Harvard's Graduate School of Education during the next school year.
The deal with HBO also gives the network the first look at projects done by O'Brien's production company, Starfish Media Group.
She's making a business out of creating and selling documentaries to networks and has a separate deal with CNN to continue the "Black in America" series that she has been doing for the past couple of years.
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