That big name comics would choose Netflix over broadcast or cable television, not to mention the success of original programs "Orange is the New Black" and "House of Cards," speaks volumes about its appeal to both content creators and consumers alike.
To Jefferies, "the good thing about Netflix" is that people can consume the content whenever they want.
"When I'm trying to market this thing I don't have to tell you to watch it Saturday at 9 p.m. and then on the East Coast we're a different time than the West Coast," he said on CNBC's "Squawk Alley." "Just watch it whenever you want to watch it. It doesn't matter when it debuts."
Jefferies said he also prefers Netflix over traditional media because he's not restrained by commercial breaks and time limits.
Looking forward, Jefferies hopes to "make movies and TV shows" with Netflix.
—By CNBC's Drew Sandholm