Gascoigne was speaking at an 'Evening with...' show at Newcastle's Tyne Theatre on Sunday.
In quotes reported by The Sun, he said: 'You've got to realise I'm half cut anyway, sitting in the living room, I've got about six lines [of cocaine] lined up.
"I'm not realising much but a good line and me and Raoul Moat are sort of friends. A couple more lines and we are good buddies.
"A few whiskies, another few lines, I've had about eight lines and we went to school together.
"He was in Rothbury, that's where I used to go fishing so I know the area quite well.
"I'm on my 11th line so if he's in the woods he's going to be cold, I'll get my Barbour out.
"Another line and I have a couple of fishing rods and a chicken. He's going to need a drink. I've had 14 lines now and he's my brother.
"I've got my fishing rods, I've got Barbour jacket, I've got my four cans, I've got my chicken. My chicken is important because he must be starving."
Gascoigne, who took a taxi to the scene, added: 'I've got a chicken on my back, powder all over my face.
"He says "Gazza where are you going?" I said" fishing, where do you think?" He said "OK then, where?" I said "just drive".
"I'm excited now right, we are going fishing. Oh, I've forgot the tent, but never mind.
"We drove past Newcastle, the airport and everything and see signs for Rothbury.
"He went Oh f*** me Gazza, are you going where I think you're going?
"I went yeah! You should have seen him, he was shaking.
"I said just drop me off and wait for me, I won't be long, I can help him. I've been to rehab so many times I'm a connoisseur"."
Gascoigne then explained how he was turned away from the incident.
He said: 'This copper comes over he said where are you going, Gazza? I said I can help him, I've been to therapy.
"He said just go home. I was devastated because my chicken was getting cold. So anyway I make it back home, I fall asleep with a bottle of whisky.
"You know in the morning when you panic the first thing you do is look at your mobile.
"I've got 250 missed calls, I was like - what have I done? I've got a chicken by my side, fishing rods, a Barbour, I'm like f*** me I must have done something.
'" turn on Sky News - Paul Gascoigne was there last night."
Gascoigne also spoke about how he bought an ostrich, put it in his car boot and took it to a training session while he was playing for Tottenham.
He told them: 'I said I've got this new player for you he's quick as f***.
"I put it on the training ground and it started doing the same moves as the guys, it was incredible.
"The lads finished training at one o'clock.
"Have you ever tried catching an ostrich?"
Gascoigne has suffered a number of off-field problems since retiring from playing in 2005.
Last month he was fined and subjected to a restraining order after admitting to harassing his ex-girlfriend.
And on Sunday night he looked extremely thin as he took to the stage, at one point referring to his ex wife Sheryl as a 'trout'
During one story about his time at Rangers, the 48-year-old told the crowd how he had to buy Gordon Durie a new car after hiding two trout inside his £20,000 vehicle during a training session.
He said: 'Two weeks later he went, Gazza I'm not being funny but it's the car, it's f***ing lifting. Please tell me you haven't put another fish in it. I said no.
"He had to scrap the car. I had to buy him a new car.
"They were the most expensive f***ing trouts I've ever bought, apart from the one I was married to."
The 48-year-old drank from a bottle of water as he was interviewed for an hour on stage by his agent Terry Baker.
Gazza, who was dressed in a grey blazer and dark blue jeans, spent the evening laughing and joking as he gave the crowd an insight into his life.
When asked when he knew he wanted to become a footballer he joked: 'To be fair I knew when I came out my mam's fallopian tube.
"People talk about my drinking. I swear down when I was breast fed, I'm sure I was drinking John Daniels.
"I know you think it's Jack Daniels, but if you've known him as long as I have he's f***ing John mate."
During the evening Gascoigne told a number of stories from his time playing for Newcastle United, Tottenham and Rangers.
He told the audience how he was encouraged to join Tottenham Hotspur after they offered him a house and car for his parents.
He said: 'The phone goes, it's my f***ing sister.
"She said Paul that's not fair, if she's having the house and he's having the car I want a f***ing sunbed.
"Imagine making that phone call, I'll definitely sign if my sister can have a f***ing sunbed.
"So I actually signed for Spurs on the sunbed."
