Alan Davies may now be a household name through cult detective series Jonathan Creek and his role as Stephen Fry’s whipping boy on QI.

But when it comes to his stand-up career he has no ambition to play in front of thousands on an arena tour.

“Arenas are such awful places for comedy,” he says the night after bringing his second touring stand-up show in 15 years, Little Victories, to Sheffield City Hall.

“Somehow an arena is allowed to charge £40 per ticket, even though it’s the worst experience you can have watching a comic. If you’re paying that they should be performing in your living room.

“There’s this big economic downturn, but comedians are going around doing arena tours. They all started in comedy clubs – and that is where the next big star will come from.”

Having studied drama at the University Of Kent, Davies made his name on the stand-up circuit in the 1990s. He took on the title role in David Renwick’s cult series – about a windmill-based awkward creator of magic tricks turned detective – in 1997.

And it was the success of Jonathan Creek which contributed to Davies temporarily giving up stand-up after his Urban Trauma tour the following year.

“I was struggling to get material to be honest,” he says. “I used to rely on regular gigs to try things and get new ideas.

“I was doing a lot of TV so I wasn’t going into a lot of comedy clubs as I would get recognised. It’s difficult to go on the late show at the Comedy Store knowing that when you go on stage people will shout ‘Jonathan Creek!’ “I wasn’t that enamoured with touring the motorways either – now you can be online and spend facetime with your kids. In those days you were just in the van for three hours.”

The push to create his first stand-up show in 14 years came when he toured Australia with QI.

A local promoter booked him for a series of solo live shows – initially suggesting he repeat some of his 1990s material.

“I didn’t see the point in doing the same stuff as when I was 28,” he says. “I forced myself into studio theatres. After four work-in-progress shows I thought I was never going to think of anything funny again.”

Gradually he got back into jotting down ideas and funny stories as they came to him – helped along by a regular podcast he did for his beloved football team Arsenal.

“Doing QI all the facts go in one ear and out of the other,” he admits. “All the stuff that comes out of my mouth recording the show is instantly forgotten.

“I’ve got back into the mindset of always looking for ideas and funny thoughts.”

His last show Life Is Pain took its title from something he heard a six-year-old girl say after she had been told off by her mother.

“I was going to call this new show Sex Is Pain about a painful sexual experience I had,” says Davies. “The Australian promoters felt it might attract the wrong sort of crowd.

“Little Victories comes from getting one over on my dad as a kid.”

Although his roots are in observational comedy, he feels his material benefits from the personal spin he puts on it.

“Some observational comics are so bland – lowest common denominator doesn’t do them justice,” he says.

“I’ve always been a fan of oddball quirky comics like Bill Bailey, Harry Hill and Noel Fielding.

“I try to talk about things that matter to me and are personal – my show is much more about family relationships, bereavement, illness and wanting to murder your children even though you love them. Sometimes it can be a little bit dark, but that is what life is like. I wouldn’t do a routine just about buying shoes.”

He admits the “desperate search” to find funny material is ongoing.

“I will use any brilliant jokes I can think of,” he says. “The material that you come up with reflects the person you are in life. I’m a recent father of two children, whose father has Alzheimer’s and who suffered bereavement in childhood [Davies’s mother died of leukemia when he was just six years old]. It’s inevitable that the areas I talk about reference who I am and my life. It’s how I feel my show will differ from another comedian, as it’s about my life, not theirs. You end up with a show no other comedian could do.”

Following a series of one-off specials in 2009 and 2010, Davies returned to play a very different Jonathan Creek in 2013.

No longer living in a windmill, this Creek was married to Sarah Alexander’s Polly and working in the business world.

“That was all down to [writer] David Renwick,” he says. “It’s what he wants to write about. Part of it was down to what was happening in my own life – he sees me getting married and having kids. Jonathan couldn’t just stay in his windmill for the next 30 years making magic tricks – that really would be weird.

“There was still a lot of humour and funny writing. We’ve done more than 30 of the shows now, and they are still finding unexplained mysteries. [As to the future] David keeps his cards close to his chest – he hasn’t killed him off!”

QI is still very much an ongoing concern too – with Davies playing a larger role behind the scenes in helping to choose the guests.

“I always look forward to seeing Stephen Fry,” he says. “Every year around May and June we do 16 shows – three shows in the space of 24 hours as it saves money. It’s knackering, but I don’t have it as bad as Stephen who has to do his research.”

He is looking forward to returning to Brighton this weekend and next year heading to Bexhill to make his debut at the De La Warr Pavilion.

“I haven’t played the De La Warr Pavilion before,” he says. “Eddie Izzard has given me the big sell.

“I used to perform at the Concorde Comedy Club in my 20s. The first time I did a solo show was at the Brighton Fringe in 1992. I’ve always associated Brighton with comedy.”

Alan Davies plays De La Warr Pavilion, in Bexhill, on Thursday, March 5, from 8pm. Tickets cost £25, from 01424 229111.

Alan Davies: Little Victories Brighton Dome Concert Hall, Church Street, Saturday, December 6

Starts 8pm, tickets £26/£21. Call 01273 709709.