"You get to do a few awesome things because you say the word [expletive] a lot, as it turns out."
He might be bit of a hometown hero now. Originally from Sydney, Jefferies started out in his stand-up career in Perth when he was a student there. He has just sold 6000 tickets for shows in the Western Australian capital.
But he left Australia for Britain early on in his career, figuring that was the place he could earn a living as a gigging comedian.
In the UK, his mix of sweary outlandishness and alcohol-fuelled Aussie charm made him a star.
His reputation spread across the Atlantic and now he's resident in California with girlfriend, baby son and planning on acting in movies.
Talking of which, he bumped into another Kiwi mate recently.
"Just the other day I saw Jemaine Clement. We both auditioned for a Tina Fey movie for the same role. I laughed because the two of us were there panicking about doing our American accents.
"I thought it's weird that two of us have got to the stage where we have to speak like Americans to get work."
Jefferies acknowledges that he's not got a lot in common humour-wise with his transtasman colleagues.
"I have always felt that a lot of the comics from New Zealand, they have that Conchords sort of feel to them. New Zealanders play confused very well. I don't mean that as an insult."
And the Aussie comedy stereotype ... ?
"... is probably me and then it goes back to Rodney Rude and those guys."
"I always find it weird when people said I am too dirty. The Melbourne Comedy Festival never booked me for years and years.
"They said it was an arts festival and I wasn't culturally intact or whatever ... but all of Australian stand-up was based on guys swearing."
Watching Jefferies' routines, though, you get the impression that behind the laconic, boozy, scathing, misanthropic humour is a much smarter guy.
"I will take that as a compliment I guess. I know what you mean. I don't try to come across dumber.
"I always really liked George Carlin. I always liked that Carlin used to do the most insightful religious material ever and then he would do 10 minutes on farts."
But Jefferies isn't afraid to wander into uglier territory than that.
"I don't consider to be line-crossing as such. If it's funny, it's funny. The more offensive the material the better the joke has to be."
Jefferies was funny enough for edgy US cable channel FXX to commission two seasons of Legit and pretty much leave him to it creatively.
He says the show is based on his life from five years ago when "I was living in houses with three or four other comedians and we all had small drug habits". He's waiting to hear if he's got a third season, as are other members of his family.
"I told my parents if I got season six of my TV show I would buy them a Mercedes and my mother went 'Aw why don't you get us a Volkswagen Golf now?'
"She wasn't joking. She thought two seasons was worth a hatchback."
Comedy Festival Profile
• Who: Jim Jefferies
• Where: ASB Theatre
• When: Tomorrow night