After immigrating to New York City, Winchevsky joined with Abraham Cahan and Louis Miller, two other prominent New York Jewish socialists, to found what would later become the largest Yiddish-language daily newspaper in the world, The Forward in 1897. This got them kicked out of the Socialist Labor Party. They would later migrate to the Social Democracy of America, the Social Democratic Party of America and the Socialist Party of America. Winchevsky wrote parodies directed to Jews of the Pale in hopes of creating class consciousness.