She was a feature writer and a contributing editor for British Vogue from 2008 to 2011. In 2011, she was appointed Vanity Fair's new European editor-at-large. She was also associate editor at The Independent.
In April 2011, she guest-edited the New Statesman and themed the issue around freedom of speech. She interviewed the deputy prime minister Nick Clegg and included contributions from Russell Brand, Tim Robbins, Simon Pegg, Oliver Stone, Tony Benn, and Julian Assange, with cover art by Anish Kapoor and Damien Hirst. According to Nick Cohen in The Observer, "Jemima Khan was by a country mile the best editor of the New Statesman that that journal has had since the mid-1970s". The magazine issue included "an unexpected scoop" from Hugh Grant who went undercover to hack Paul McMullan, a former News of the World journalist, who had been involved in hacking as a reporter. In November 2011, she joined as an associate editor of the New Statesman.