So what’s your latest tour about?
We don’t ‘themes’ – that is a very Edinbugh problem – so it is about whatever I can think of.

Do you like to improvise then?
The smaller shows more so, but with theatre shows there is less room to fuck around – you can’t see the crowd, let alone banter with them.

So you prefer the smaller shows?
If they were all equal, I’d never do more than 125 seats. I like the chaos of a good bar show when everyone is slouching round hurling shots down their head.

Do you enjoy upsetting people?
Yeah. The longer I do it, the more and more I am preaching to a choir, so the harder it is to find stuff that tests limits.

What drives your comedy these days?
It is a nice outlet for your internal rage against all things that suck. It is not going to make the bit of difference but it makes you feel good.

Why’s your new DVD titled Before Turning The Gun On Himself?
It’s just a cool fucking title. It came from two album titles ago when I wanted to use it, but then there was the huge Virginia Tech shooting, where the guy turned the gun on himself. The record company didn’t want to use that title cos they were afraid that it wasn’t going to get in to box [chain] stores. So I pocketed the title and went with a different record company who let me do what the fuck I want!

Who were your comedy influences?
The guy who made me write my own jokes was Andrew Dice Clay. Not real deep, but the comedy scene was so benign and ‘Jerry Seinfeld’ when Andrew came out. He was raw and filthy and unapologetic. I was a 22-year-old kid and in the perfect state of mind for that.

Comedy is far more mainstream now – how does that make you feel?
It’s a much better way to go if you want to make some money, but I wouldn’t be able to temper it and do shit that got me on TV. If I wanted to sell out I wouldn’t know how to do it.

You did some TV for Charlie Brooker’s Screenwipe, though …
Yeah, I don’t know how it came together, whether they found me or my manager found them.
I did Screenwipe, which was filmed at the Soho Theatre, and then Newswipe, most of that was filmed at my house in Arizona.

And you did The Man Show in the US …
That was terrible, but a beautiful learning experience about how American TV works, how you have no control. I don’t want any part of it.

What was it that you wanted to do with the show?
Joe Rogan [co-host] and I have a very similar bent, but that show was a lot of farts and remote controls and monkeys with hats on, while we were death and conspiracy and drugs. We tried to put a darker angle on it, but they had none of it and it wound up being a giant piece of shit.

Did you enjoy it at the time?
Yeah, it was like college for television and we had a blast. We were complete fuck-ups, we were living in our offices, partying on the lot, trashing stuff, stealing props. It was a circus.

Why did you decide to do a show in a maximum security prison?
To go to Iceland.

And that was the easiest way to go?
I’d read a story about how the mayor of Reykjavík [Jón Gnarr] was a comedian who ran a joke campaign and then accidentally got elected, so I shot him over an email. It turns out that he’d just seen some of the Brooker stuff. We went out there and hung out with him, and went to the Höfði house, where Reagan and Gorbachev held their summit. We then went to the prison for a quick show. It was terrible, but they loved it. My act appeals only to a small limited group of people, so I had to bring it back to the most basic dick jokes!

You tried to run for US president in 2008 – would you consider doing it again?
No, that was the biggest abortion I have ever done in my career. I thought it would be a fun platform to get some points across, but due to  the amount of red tape and bullshit, it sucked and made me realise that I don’t know anything about politics. I have a few points of view I can argue, but I don’t know shit and I don’t care, which makes it impossible to learn. To try and learn about tort reform just to have a good one liner, fuck that!

Before Turning The Gun On Himself is out now courtesy of Roadrunner UK.

Doug plays Hammersmith Apollo, W6 9QH on Sat, April 21.
Tickets: £20
Station: Hammersmith