The show will be produced and taped in Burbank by NBC studios. This is the second time Miller has hosted an hour long show following his departure from Saturday Night Live. After the original syndicated Dennis Miller show was cancelled due to poor ratings, the comedian landed a deal with HBO in 1994 for a weekly half-hour show “Dennis Miller Live” which earned him five Emmy awards. He also worked for two years as a commentator for Monday Night Football. 

Miller is intelligent and brings a unique perspective to issues, said CNBC President  Pamela Thomas-Graham.

"Even if people don't agree with him, they'll find what he's saying interesting," she said. "Our audience isn't looking for someone to tell them how to think.

"…We are thrilled that he has chosen CNBC as his new prime-time home." 
Miller signed a multiyear deal to host the show which is set to begin in January and run four nights a week at 9 p.m. ET on CNBC. 
This might quiet down some speculation that California GOP strategists were eyeing Miller as a Senate candidate to run against incumbent Democrat Barbara Boxer.