Imagine the scene: you’re depressed, you’ve made an appointment with a therapist, you turn up... and it’s Ruby Wax.

Ruby Wax? The red-haired, loudmouth New Yorker best known for her outrageous interviews with Pamela Anderson, Imelda Marcos and the like? And hang on, isn’t she the one with depression?

Well, yes, yes and yes. But this isn’t some misjudged TV stunt. A few years ago, Wax surprised everyone – including herself – by winning a place on Oxford University’s MA course in mindfulness-based cognitive therapy, after which she became a qualified therapist.

She has long been dogged by depression – at one stage it got so bad she had to be hospitalised – and in recent years has become the poster girl for mental health after revealing her condition in a Comic Relief campaign then touring a stage show about it to the nation’s mental health institutions.

Studying mindfulness – a means of self-regulating thoughts and emotions – offered a chance “to find some shelter from the constant hurricanes”. She would, she hoped, be able to “lasso this wild beast of a brain, stop it from churning away over the same ground, keeping me up at night, worrying, rehashing, regretting”.

What she learnt changed her life and informs the 63-year-old’s latest book, Sane New World.

It is not self-help she stresses – she prefers to describe it as “a comedy about how the brain is” or “a survival manual for the 21st century”. Neither is the book exclusively for the depressed. “It’s for everyone,” she writes in the foreword, “because we all share the same equipment: we suffer, we laugh, we rage, we bitch, we’re all vulnerable, delicate creatures under our tough fronts.”

It’s a great book – funny, honest, practical and meticulously researched. Wax is not some celebrity dabbler. Her own experiences are set against chapters that explain the addictive high of dopamine; why emotional memories stick the longest; how we can train our brains as we train our bodies, and all sorts of other clever stuff besides.

Employing the techniques she shares in the book mean she hasn’t had a “bad episode” for seven years, she tells me proudly – “That’s a good record.” I’ve finally managed to get hold of her in South Africa, on some time out from performing the new live show that accompanies the book. It’s not been easy – the interview is rescheduled twice and Wax is noisily shopping when she finally picks up the phone.

It’s hard to tell if the flippancy of some of her answers is because she’s distracted, or if she’s just tired of talking about mental health. Her PR had warned that Wax is “continually” asked about mental illness and her time being ill, and stressed that the show and book “have many more layers to them and are full of humour”.

Wax is, after all, a performer first and foremost. In the 1980s and 1990s, shows such as Don’t Miss Wax and Ruby Wax Meets were prime-time viewing. She attracted an audience of more than 14 million when she interviewed the Duchess of York, Sarah Ferguson. But television was pulled “like a rug” from under her, she writes. “I was replaced by a younger (but not as funny) version of me.”

Although she let it go, the rejection stung. When taxi drivers would ask why she wasn’t on TV any more, she had to do everything in her power to “choke back the bile as I felt that stab in my heart”.

All the same, we are here to discuss this latest chapter in her life – the book and the show, which begins its UK leg at Brighton’s Sick! Festival, a cross-art form festival dedicated to sickness in all its guises. It doesn’t seem unreasonable to ask what she makes of the festival’s unusual conceit.

But it turns out she doesn’t make anything of it. “It’s just where I’m launching my show. My show doesn’t have much to do with illness. You don’t have to admit you suffer from anything. I’m just explaining why we have the thoughts we do.”

I wonder when her thoughts first started causing her grief ? The show is listed as being suitable for ages 12 and upwards – would she have welcomed similar guidance at that age?

“I wouldn’t have believed it when I was 12. You couldn’t look at the brain in the way we can now. It wouldn’t have been possible. But it would probably have saved people a lot of anxiety to know that these things [mental health issues] are chemical so they didn’t feel freakish.”

She seems to prefer a question about why she moved into comedy.

She had started out as an actress at RADA but moved into comic work on the advice of her friend, the actor Alan Rickman, and proved a natural fit.

Did making people laugh aggravate or alleviate her demons? “I’ll never know but maybe it was a relief. You can pretend everything is OK if you’re successful, you know? If other people think you’re OK, you think you’re OK.”

Still, Wax didn’t necessarily want to become famous in the way she did.

“I’d have jumped at the chance of doing a serious interview. But no one wanted to pay me for that. It was my job to be funny.”

She has entered her 60s in a very different place to where she started out. Has her idea of success changed?

“Well, you don’t have to keep selling an image and that’s good. You can do things that appeal to you. But what I did when I was younger was appealing at the time and if I was 25 again, I think to be well-known or to be making money is a pretty exciting thing, especially if you didn’t come from that background. I’d still be pretty happy with that.”

Her next project is no less ambitious than her current reinvention. She plans to to write a book about evolution, “Why we do the things we do. I’m really interested in that.”

And yet she still worries that she is an “idiot”? “Oh yeah. That blows through my brain a few times a day. But it’s OK. I know it’s my theme song, but now it doesn’t stop me from doing anything.”

* Ruby Wax – Sane New World comes to the Corn Exchange, Church Street, Brighton on Monday, March 3 as part of the Sick! Festival. Call 01273 709709 or visit sickfestival.com *Sane New World by Ruby Wax is out now (Hodder, £8.99) Photos by Steve Ullathorne