Welke studied journalism at the University of Münster, graduating in 1993. He then worked in a number of fields and eventually became a rather well-known sport journalist and presenter. Together with Oliver Kalkofe, whom he met while working for a public radio station, he provided the German voices for Mystery Science Theater 3000: The Movie (as Crow T. Robot) and the British comedy show Little Britain, and also co-wrote the script for the crime film parody Der WiXXer. Since May 2009, Welke has been the host of the satirical heute-show on German public broadcaster ZDF, which is commonly viewed as a German adaptation of The Daily Show.
Welke is married and has two sons. He is involved in several charities such as Terre des hommes.