In his live shows, Jack Whitehall likes to begin with a bang. Take the way he started the show on his last tour. “I love a big entrance,” the comedian explains.

“So last time I came on stage on a horse. In the first show, it did a dump on stage as soon as it came on. The audience were in absolute hysterics – especially as I had to clean it up before I could start the show.

“Because it was so funny, I thought, ‘We need that to happen every night. Either we feed the horse extra before we come on or we plant a dump on stage.’ We opted for the latter. The downside was, I also had to clean it up every night!”

You can expect similarly brilliant comic moments from Whitehall’s new show, Stood Up which is at the New Theatre Oxford tonight.

Whitehall is a dazzlingly funny stand-up. Often making himself the butt of his jokes, he generates wave upon wave of laughter. And he is just as compelling off stage. In person, he combines wit and warmth in the most magnetic fashion.

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Most recently seen in Lasse Hallstrom’s film, The Nutcracker and the Four Realms, opposite Keira Knightley, Helen Mirren, and Morgan Freeman, alongside Rosie Perez in the second series of Sky One’s Bounty Hunters (which he co-wrote), in Amazon series Good Omens with Jon Hamm, David Tennant and Michael Sheen and as the first-ever guest host of The Graham Norton Show, the comedian outlines why stand-up gives him such a buzz. “I love the rapport you get with a live audience.

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“It’s great that I’ve built an audience over the years. It’s very exciting that they know me and have seen the progression of my stand-up. They shout things out and that becomes part of the show.

“I love the thrill of stand-up – it’s really immediate. It’s so exciting to be able to go on and get an instant reaction from the audience. I also love the fact that anything can happen – it is different every single night. You can change things on the spur of the moment. You’re totally in control.”

Whitehall, who has also starred in such lauded TV shows as Decline & Fall, Fresh Meat, Bad Education, Backchat and A League of Their Own, says: “It’s great making film and TV and writing scripts. But often you wait months before it goes out.

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“There is something so appealing about being able to get up on stage in front of an audience and have a very authentic, instantaneous and organic experience with them. I love that element of stand-up. When you go away and do writing and acting, you miss that. You get the itch to return to stand-up. It’s a bug. I’d find it very hard ever to quit it. I’ll always come back to it. It’s my first love.

“If people come to shows, they have made an effort. They have paid money for the tickets and got a babysitter, so you want to give them a real show. I love a bit of a fanfare and throwing in a few surprises that make it feel like a big event. It’s the musical-theatre fan inside me. How close is that fan to the surface? He’s out and proud now! You have to embrace it.”

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It is fair to say, however, that Whitehall’s production values do not always go according to plan. When they do go wrong, though, it simply adds to the hilarity of the evening. Remember the incontinent horse?

The stand-up, who has hosted The BRIT Awards for the last two years, welcomes such moments of unscripted comedy.

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“It’s great when something unexpected happens in the moment,” he says. “My stage caught fire in Leeds once, and that suddenly became the show. I have pyrotechnics on stage because I always try to make my shows like a Beyonce gig.

“But that night, the pyrotechnics went off in the wrong direction and part of the stage caught fire. The audience were laughing so hard because they thought it was part of the show. They didn’t know that something had gone seriously wrong and that I was in peril. But they were just laughing away, totally oblivious to that.”

“At first, I didn’t even realise what was going on because I had my back to the fire. Suddenly, the stage manager rushed on stage, grabbed me and dragged me off. I said, ‘What the hell is going on?’ He replied, ‘Look, the stage is on fire!’ It was all quite dramatic, but the audience really loved it.”

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Whitehall, who next year will be starring opposite Dwayne ‘The Rock’ Johnson and Emily Blunt in Disney blockbuster movie, Jungle Cruise, reveals what subjects he will be addressing in Stood Up. “You’re always reflecting on what’s going on in your life,” he says. “I’ve been travelling a lot with my dad recently, so I’ll be talking about going around the world with him.

“I’ll be discussing stuff about being in America, too, and how different I find that from the UK. I’ll also be talking about the sensitivity of the world at the moment and how it is very easy to cause offence and end up in trouble. Skirting that line can be very difficult.”

The stand-up also discloses that he may tackle the hottest topic in British politics at the moment: Brexit.

“I’m trying to find some fun in Brexit, but it’s quite hard,” he laughs. “It’s like a dirty word. The whole audience clenches up when you mention it. That’s a challenge in itself. How can you do Brexit material and make people laugh about it?”

He is also dreaming up another grand entrance. “This show will definitely have some party tricks. In my first arena show, I came on stage on a Segway, and then the next time it was a horse. So God knows how I’m going to top that!”

Finally, what does he hope that audiences will take away from his show? “I love to make my shows really fun and silly,” he says. “On stage I like to create a lot of joy and silliness, as I think the world is a depressing enough place as it is. I hope my show will be a fun distraction. I will be trying to get people beaming as they leave the auditorium at the end of the evening.

“We are living in troubled times. Without wishing to give what I do any higher meaning, I think it’s really good to be distracted and laugh like an idiot for two hours.”