I'm half expecting Paul Merton to be one of those angst-ridden comedians who's deadly serious off-stage, the comic genius only emerging when he steps into the spotlight.

Thankfully, he is not one of those types. For years, he's been the unsmiling team captain on Have I Got News For You (HIGNFY), delivering witty observations and surreal musings in deadpan fashion, yet in person, he is a world away from the depressive individual many people might perceive.

"Throughout the Eighties, a lot of my act would be about doing strange things with a straight face," Merton explains. It's a technique that has served him well.

Today, he's talking about his autobiography, Only When I Laugh, and indeed there is much hilarity in his recollections, from growing up in a council flat in Fulham, the shy son of a London train driver, to taking his first steps into showbiz, unsuccessfully auditioning for RADA and ditching his job in an employment office for a comedy career.

Merton, 57, still writes in longhand, doesn't use Twitter or even possess a mobile phone. He stays on top of current affairs for HIGNFY by watching the news on TV and reading some of the papers, but would rather be walking in the countryside than sitting in front of a computer screen.

It's more than 30 years since he made his debut at The Comedy Store in London in 1982 - to great acclaim...

"Those three-and-a-half minutes on stage were what my life had been leading up to. The first time I did it, the first time I jumped out of the plane, the parachute did open, not only did it open but I did aerobatics in the sky and landed perfectly on a sixpence in the field." Today, he laughs at the memory.

While Merton fills the book with funny anecdotes about his career, there have also been notable dark periods, including the death of his second wife, and the six-week period he spent in the Maudsley Psychiatric Hospital in 1990.

He had a panic attack while recording a Christmas edition of Whose Line Is It Anyway?, couldn't sit still and his heart was racing. He describes it as a heightened state of excitement, but when he started rambling and crying, telling a concerned friend that he thought he was Jesus, it was time to seek help. After 10 days, he was discharged, but soon after that, he re-admitted himself.

While some speculated he was suffering from depression, Merton insists his manic behaviour was down to anti-malaria tablets he'd been taking for a holiday in Kenya.

He writes about the episode humorously but in reality, it must have been terrifying. At first, he'd refused to empty his pockets until nurses threatened to restrain him, was convinced the public pay phone was bugged, found himself shuffling up and down corridors and attended group therapy sessions, mixing with others who also thought they were Jesus.

"I saw a psychiatrist after I came out of the Maudsley. I had been working hard on two shows and he explained I was spending a lot of time in my own head, writing and doing a lot of mental work and not a lot of exercise. He said I was working too hard."

Shortly after leaving the hospital, he met actress Caroline Quentin. They were married for eight years, yet he only gives their relationship a brief mention in the book.

"It's all to do with respecting people's privacy," he explains now. "I didn't ask her permission to be in the book, but it's a book about me, really. I'm careful and cautious not to delve into other people's lives."

He reveals slightly more in the memoir: "When we first met, I needed support and encouragement. When I grew back into confidence, maybe that changed the dynamic of our relationship. We just grew apart over the course of half a dozen years."

And he adds: "She really helped me to regain my confidence once I'd left the Maudsley, for which I am eternally grateful."

Further heartache was to follow when his second wife, actress Sarah Parkinson, died from breast cancer aged 41. Again, the space he devotes to this section is brief.

"There is always the feeling there of the sadness of it all," he says now, "but I didn't want to go into too much detail."

Friends, family and work helped him cope in the immediate aftermath of her death, he admits.

"There's no quick and easy way to go through the stages of grieving. The thing that was a real help was the support of the Comedy Store players, who I could pick the phone up to and speak to, and equally, going to see the show shortly after she died, hanging around the back of the room so nobody could see me, and just being in a place where I was among friends."

Writing and performing comedy also helped take his mind away from the grief.

"When you are laughing at something, you cannot think of anything else at that moment. It's an escape and helps you to feel better at otherwise desperate times."

He's now married to actress Suki Webster, who appears with him in his Impro Chums acts, and has also written with him and directed him in a play she wrote for this year's Edinburgh Festival, entitled My Obsession.

"The work we do together we thoroughly enjoy. We're touring next spring with the Impro Chums. As long as you enjoy the work you are doing together, it's fine. If we were making garden gnomes, we might get a bit sick of each other."

He says he doesn't regret not having children.

"I like children very much, and I like them when they go away at the end of the visit. I don't know whether I mentally trained myself to be like that, or if I just don't particularly have a strong paternal instinct."

He and Suki are now working on a film screenplay and he would like to direct a big screen comedy, he says.

"We're in a good historical time for British comedy films - you've got a Mrs Brown [Mrs Brown's Boys] movie, a Harry Hill movie, the people from Outnumbered are doing a film. Now would be the time for me to do a film.

"I'd want to be a co-star and director. Once I'm happy with the script, I can start getting the begging bowl out."

In the meantime, he's appearing in the new series of HIGNFY, along with Ian Hislop and a string of different hosts.

Both Merton's parents died last year, in their mid-eighties. Despite all of his success on shows including HIGNFY, Room 101 and Radio 4's Just A Minute, his father Albert never praised him.

"The very concept of him praising me is very funny," Merton says, laughing. "He didn't talk about feelings. I could sense his embarrassment if anything like that had been said, although I knew he was telling other people he was proud of me."

Albert rarely went to watch his son perform, yet after his death, Merton's sister Angela unearthed a scrapbook hidden inside his wardrobe which contained every newspaper article, magazine interview and review of his son's entire career.

"It's rather extraordinary. I didn't realise he was cutting everything out of newspapers and the extent of his video library. It was great to see how much it meant to him, but if he was alive now, we still wouldn't be able to talk about it."

His parents' deaths, however, haven't made him consider his own mortality.

"Thanks to Dave [the TV channel], I'll never really be dead," he says, laughing once more. "Because Have I Got News For You will be shown again and again and again."

:: Only When I Laugh: My Autobiography by Paul Merton is published by Ebury Press, priced £20. Available now