Davies - who is perhaps best known now for his TV work rather than as a club comic - does confirm that some of the pain of his own life is in his new show, including the death of his mother when he was a child and his fraught relationship with his father.
In his 20s, when he was winning award after award as a fresh-faced, mop-topped stand-up, he didn't feel he could talk about such things on stage. At 46, with a family of his own, and after the therapy, he's decided he can.
"But I haven't thought 'right I'm really going to address my childhood with this show', that's not it at all. It's just that a couple of times things crop up. The show still has a fair amount of scatological nonsense and whimsy and outright filth."
When we speak, he's not long back from a successful week at Edinburgh's fringe festival and by the time he tours here, for the first time in 15 years, the show will have been honed on the road in Britain on what will have been his first proper tour at home since 1999. Indeed, until he did gigs in Australia last year, Davies hadn't done a stand-up show in front of a live audience for a decade.
"I thought I was on the cusp of getting a new show together in 2001 and then I just didn't do it, I just didn't do it. I think I'd fallen out of love with it really, I didn't have the drive to do it. I didn't enjoy touring by myself. I used to enjoy all the camaraderie of the other comedians in the clubs and stuff. I kind of fell out of love with it and I was doing other things. I lost it really, I lost my comedy mojo."
And of course by 2001, his TV career was going very nicely indeed, thanks to his turn as a sort of magician-cum-crime solver in the cult series Jonathan Creek. The show ran semi-regularly for seven years, from 1997 to 2004, winning a Bafta for best drama series in 1998. Since then he's had at least half a dozen other small and/or recurring roles in other TV series, most of which haven't screened here. Davies has also spent the past 10 years being something like Stephen Fry's pet monkey in QI, a terrifically entertaining panel show featuring well-known British comedians and lots of arcane trivia.
It was while Davies and Fry were touring QI as a live show in Australia last year - it featured Aussie and New Zealand comedians including Cal Wilson - that he was talked into doing a stand-up tour for the first time in a decade.
Although Davies doesn't quite say it, his return to stand-up seems to be as much about making work for himself as anything. In recently years he's had "a couple of knock-backs" in Britain. Jonathan Creek went into semi-permanent hiatus in 2004; his autobiography, My Favourite People and Me, 1978-1988, published in 2009, didn't live up to his expectations; and in 2010 his sitcom (he wrote it and starred in it) Whites, set in a restaurant kitchen, was canned by the BBC after one series. "I really loved doing Whites and had high hopes for it and it got cancelled. I was looking into the future and thinking realistically Whites has been canned, another sitcom script I had written was rejected and the book didn't sell very well and I thought 'I don't want to do nothing, I want to work'. I was getting nagged to do stand-up and I thought 'this is the moment then isn't it? It has presented itself, this is the time to try it out and see if I could do it again'. I was nervous about it and it was tricky."
The problem - aside from the fact he hadn't flexed his stand-up muscles for 10 years - was the weird public perception of him that had evolved since 2001. "Yeah, here I'm either best known for being Jonathan Creek, who's a genius sleuth and the most intelligent man in the country, fictional of course, or I'm known for being that blithering idiot who sits next to Fry in QI.
"The [perception] that seems to have stuck is the latter one and I can't say it gratifies me ... It took me about three series of QI to work out I'd been set up as the patsy on the show!" he laughs.
Of course he hasn't helped the perception of him being a blithering idiot with a series of quite idiotic gaffes and awful scraps. In 2009 there was the tabloid headline "Alan Davies bit homeless man's ear in drunken attack". The same year he was beaten up outside a pub. Last year there was another tabloid headline: "Alan Davies: 'Qantas steward told me to f**k off"'. And then, in April, there were his loose comments in his football podcast "The Tuesday Club" about the Liverpool football team not playing on the anniversary of the Hillsborough disaster. These loose comments resulted in death threats and an abject apology from the blithering idiot.
About all this he says: "I've done a couple of things and said a couple of things that were regrettable you know. But I can't change who I am."
He sighs. "If I feel like I've done something then I'll apologise, otherwise I'll tend to blunder on being the same fool I've always been."
The sort of fool who, after apparently losing his comedy mojo, has found it again - certainly the reviews for his outings of Life Is Pain at the Edinburgh festival were pretty good even if he was hellishly nervous before going out on stage.
"It's a peculiar thing, stand-up, an interesting physiological thing. It would be interesting for someone to do some analysis on it, because you go from in-and-out of the toilet, bowel-loosening fear, to being on stage and you get one decent laugh and suddenly it all goes well. The only real issue I have at the moment is remembering my material because I'm 46 now and I sometimes have a bit of a senior moment where I go on stage and think 'I know I came in this room for something, I wonder what it was?"'
Who: Alan Davies, English comedian known for television's Jonathan Creek and QI
What: His Life is Pain stand-up tour
When and where: Auckland Town Hall Fri, Feb 1; Bruce Mason Centre, Takapuna Sat, Feb 2; Whangarei, Capitaine Bougaineville Theatre Sun Feb 3; Hamilton Founders Theatre Tues, Feb 5; ChristchurchAurora Centre, Wed, Feb 6; New Plymouth TSB Theatre Thurs, Feb 7; Wellington Opera House Fri Feb 8
-TimeOut
