He smirks as he explains: "I get glee out of provoking, out of mischief, out of putting an audience in an uncomfortable position."
His latest film, Us, the follow-up to 2017's horror smash hit Get Out, certainly does that. But just like its predecessor, it's horror with a conscience.
"I truly believe the state I push an audience to will ultimately promote their own empathy. It works because they're facing what's good about themselves, as well as what's bad."
Written, directed and produced by Peele, Us centres on Adelaide Wilson (played by Oscar-winner Lupita Nyong'o), and her family, who come under attack by doppelgangers of themselves.
"The idea of the doppelganger has always scared me. I started researching the mythologies, and a doppelganger is a representation of a shadow self, of a repressed self," Peele says of the film's conception.
"I started with wanting to make a movie about an allegory for the United States and our fear of the "other", and the fact that we are our own worst enemy."
Us has all the trimmings of a horror, but true to Peele's creative genius, there's a deeper social exploration at its core.
"This is definitely political but it also goes broader than politics. The observation I'm making is a very human one. I would describe my mission as an auteur is to point out how when we get together, we are the worst monster ever invented.
"We're also capable of amazingly good things, but somewhere in our DNA is the ability to suppress our own guilt and responsibility to the point where we can create atrocities," he says.
This is something we're particularly capable of when it comes to the nature of 'us vs. them', he believes: "The need to protect your own tribe at the expense of humanising the outsider is a human trait."
Part of Peele's self-professed mischief-making is his sly use of comedy to balance out the horror. At a special Hollywood screening of Us, audience reactions moved between screams and laughter in seconds.
"Real life has all genres in it. We have horrific things, we have funny things, we laugh, we say something - sometimes the way we react to something terrifying is hilarious when you look at it," Peele says of his trademark style.
While Get Out delved specifically into themes of race and privilege in America, Us can't be categorised as a film predominantly about race, despite early assumptions based on the casting of its central characters.
"It's very important to me these movies I make with black leads are stories that contain a protagonist any audience can get behind. To me that's the brilliance of a well-crafted story. All you really need to do is push those boundaries of representation and make sure you write with empathy and cast an actor that is incredible."
Lupita Nyong'o was a no-brainer to play both Adelaide and her doppelganger, Red.
"There's only one Lupita. I knew that there would be an unnatural and visceral reaction to seeing two of this very iconic performer and the way she's able to commit to her roles and the emotions," Peele adds.
Nyong'o had been wanting to work with Peele since Get Out, admitting to watching it five times in one month.
"Unbeknown to me, he wanted to work with me too and so when I received the script, I was already primed to say yes," Nyong'o says.
As part of Nyong'o's preparation for the role, Peele recommended 10 horror films to watch.
"I wanted to know what was influencing his eye, his vision, his message, this themes," she recalls.
"It started off rather tame. I watched That Again and Let The Right One In and then it just got progressively darker! Number 10 was Martyrs and it came with a footnote: 'enter at your own risk'. It really did mess me up."
Like Peele, Nyong'o embraced her personal demons during the process.
"I'm riddled with a lot of doubt and self-loathing when I'm working on a new role. I am definitely my own worst enemy and it takes having people who love me and can remind me of my good qualities when I'm too panicked to see them for myself to get over that."
Us will have a unique interpretation for all, but like Nyong'o, what really strikes a chord is the notion of us being our own worst enemy, and the suppression of our darker sides leading to destruction.
"In today's times, we are often afraid of the other. The monster is painted as that other country, that other culture, that other race, that other gender, that other political group. What about that other version of ourselves, that man in the mirror… when do we investigate that?"
LOWDOWN: Who: Jordan Peele and Lupita Nyong'o What: Us When: In cinemas next Thursday