The two wed in late August and have no problem in the PDA department.
Wahlberg recently sat in the room as McCarthy spoke to press for her new SiriusXM radio show "Dirty, Sexy, Funny".
"We go to each other's jobs to spend time with each other," said McCarthy. (Wahlberg shoots the CBS cop drama "Blue Bloods" in New York.)
In between interviews, the two kiss, speak softly to one another or McCarthy sits on his lap.
As for her work life, that's great too, says McCarthy.
"Dirty Sexy Funny" is a brand McCarthy created to give female comedians "the opportunity to shine." There's been a tour, a TV special and now this radio show.
It began as a limited weekly summer run and is now a daily live radio show, airing 10 a.m. to noon EDT.
McCarthy, who has made a living off her personality appearing on her own short-lived VH1 show and as a panelist on "The View" says radio seems to be the right career move for right now.
"I always thought I needed to be in front of the camera but I had no idea of the freedom that I'm allowed with talk radio," she said.
McCarthy says she's spent years trying to find the gig best suited to her personality.
"I've been in holding deals since I was 23, network after network trying to fit me in," she says. "They'd pay me money to sit and wait for them to write a show and no one could quite figure out how to write a character for me. Because I realized I really liked myself as the best character. That's why I moved into talk. To be your authentic self today too is so welcomed, I think, by audiences."
On "Dirty Sexy Funny", the 41-year-old will conduct interviews and discuss various topics. She also has creative control.
"I am the one who is in charge of me," she says.
Alicia Rancilio covers entertainment for The Associated Press. Follow her online at http://www.twitter.com/aliciar