It's a world that Spurlock knows well - after graduating from New York University film school in 1993, he worked in advertising for several years, actually touring as a trade-show pitchman for Sony.
"I was a carnival barker, basically, doing anything to get the attention of conventioneers," he said.
That led to work directing commercials, then producing online reality shows that he eventually began doing for MTV.
He always had his mind set on movies, and with $50,000 left from funds raised for another reality show, he financed his famous documentary, "Super-Size Me," exposing the dangers of fast food, and actually changing the way a gigantic corporation does business.
"They don't publicize this, but they've actually cut the sodium content of the food by 45 percent.
"And 'Super Size Me' is actually taught in schools now. It's had an amazing afterlife," he said.
Still, documentaries were never Spurlock's goal.
He's always wanted to make features. He had a couple of offers after "Super Size Me," but turned them down.
"I was actually approached by people who were saying, ' "Supersize Me" is funny, let's get him to direct comedies,' and I got sent some of the worst comedies. A remake of 'Revenge of the Nerds' a 'Deuce Bigelow' movie. And I'm like, 'I don't want to make any of these.' "
"Then 'Thank You For Smoking' came out, and I thought, that's exactly the kind of movie I had in mind."
Spurlock won't talk about his venture with Appian Way, DiCaprio's production company.
The partnership is still looking for money.
"All I can say is it's not a comedy. Not at all. It's very unfunny."
In the interim, he's committed to do at least one more documentary, executive produced by Stan Lee and Joss Whedon. Spurlock will follow a half dozen fans around Comic-Con.
Production is due to start this summer.