‘I find nuclear war quite comforting,” says David Mitchell when we meet. The 45-year-old has been trying to make himself feel better about the state of the world, and this – weapons of mass destruction primed to annihilate us all – is what he’s landed on. “What’s comforting is that, these days, it’s so far down the hit parade of threats that we barely reflect on it at all,” he continues, before pausing to consider this. “It almost makes me think that there will be a nuclear war – because that’s the thing we’re not focused on!”

It didn’t take long for Mitchell’s optimism to turn to dread. But then that’s his stock-in-trade: a permanent sense of trepidation. Indeed, he rattles through a list of current terrors – Trump and Putin, the climate crisis, the internet’s grip on our lives – and says it’s all got so bad that he has resolved to stick his head in the sand from now on. “I don’t want to feel perpetual anguish,” he says, “and I’ve decided it’s not my duty to, either.”

Of course, ignoring the world’s ills would be a bit easier if he didn’t write political columns (for the Observer), appear on topical panel shows (Have I Got News for You, Mock the Week) and take parts in films that directly address them. And now he has a key role in Michael Winterbottom’s satire Greed. The film attempts to hammer home some serious messages – the plight of Sri Lankan factory workers at the bottom of the supply chains; the refugee crisis; our own complicity. But the film is played for laughs, with Steve Coogan as Sir Richard McCreadie (looking like Philip Green with a few pounds shaved off), whose string of failed businesses hasn’t prevented him from owning a super-yacht, enlisting pop stars to play at his Roman-themed parties or blinding people with his expensive teeth.

Starring alongside Coogan must have been interesting for Mitchell, who was involved in a public spat with him back in 2013. To recap, Mitchell wrote a column saying he disagreed with the idea of the government regulating the press; Coogan responded calling it “ill-informed and superficial dross”.

“We’d met and cleared the air previously,” says Mitchell. “But we cleared the air on it again. He was incredibly supportive, and looked after me on set. And I’m a huge fan – he can go really big with a character and it still seems real.”

Mitchell wasn’t required to go big with his character – quite the opposite. “Michael wanted a character like me, and when that’s the case it becomes much easier for me to land the role,” he says, laughing. “I am more like me than anyone else on Earth.”

He plays Nick, a journalist dispatched to write McCreadie’s life story. “He’s the nervous observer,” says Mitchell. “A weak but decent person who goes, ‘Oh well, nothing much to be done,’ and regretfully documents them, because that’s his part in the huge malevolent machine. On some level he is all of us, with our feelings of impotence about a situation that is deeply unjust.”

Like Mitchell’s most beloved character – Mark Corrigan in Peep Show – Nick is a coward. Given that both are based heavily on himself, that must mean …

“Yes. I see myself as a coward,” he says, immediately. “Novelty and new things rattle me. I’m of a nervous disposition.” Recently, he has given some thought to how he might react if fascists knocked at the door. “Would I be brave or would I say, ‘Take them, not me’? I’ve not concluded either way.”

Today we’re sitting in an unusual place to be discussing the rise of fascism – a room in the Gielgud theatre with the air of an old-fashioned train carriage. Mitchell is deep in rehearsal for the stage adaptation of Ben Elton’s Shakespearean sitcom The Upstart Crow, in which he plays the lead.

“I’d toyed with the idea of doing a West End show for years,’” he says. “I was nervous for the first preview, but nerves are partly what makes you get your shit together.”

Mitchell is fiercely protective over comedy as an art form. “It worries me that if something is an absolutely po-faced, witless plodding through of something awful then it is taken to be acclaimed,” he says.

Peep Show, which finished in 2015, was as acclaimed as comedy gets. The rise of its stars has been impressive. Mitchell says the Oscar-winning triumph of Olivia Colman was no surprise – he would have put money on her winning an Academy Award back in 1993 when she was performing panto with Mitchell in the Cambridge Footlights, of which he was president. “She got every laugh, straight away, first time and every night.”

Sounds as if that could have been annoying for him as the co-star. “No, because I’m sexist enough to think, ‘She’s a woman so I couldn’t have had her part anyway.’ She just made me look better. It’d be different if it was Robert Webb, of course. I’ve resented every laugh that man has ever had.”

Mitchell is similarly unsurprised by Peep Show writer Jesse Armstrong’s success with the HBO satire Succession. Even if, watching it, he couldn’t help but sense how their worlds had diverged. “On Peep Show, we had just about enough money to make a programme where people sat in rooms and had conversations. If there was a scene in a car, we’d have to make sure it was stationary. So going from that to watching a fleet of helicopters flying across Manhattan … when they could have just had them walk into a meeting room and say, ‘We’ve just got off the helicopter’ instead!”

In its skewering of the super-rich, Greed shares similarities with Succession. And when Mitchell starts ranting about capitalism he sounds remarkably irate. “People probably don’t realise how boldly unfair it is,” he begins. “The film is based on what a lot of real-life men have done, which is get rich entirely without societal benefit. With capitalism, for all its flaws, the idea is that the wealth creators with cigars and top hats might have been terribly brutal and unfair, but at least they started factories, they made steel. Now it’s just stripping companies’ assets and leaving them for dead. It’s the equivalent societal benefit if they only fiddled the numbers on a computer to put an extra four noughts in their account!”

The film’s end credits were originally due to name and shame certain individuals and companies, but Sony got cold feet. (It now reveals statistics about inequality, but in a more general way.) “It’s a depressing way for a large organisation to behave,” he says. “And what good has it done? Now the story is that it was censored.”

Mitchell tried to enjoy filming Greed in Mykonos – but he kept thinking about his wife and child, and then he started cursing himself for wanting to go home. He is married to Victoria Coren Mitchell, host of the brainiac quiz show Only Connect. The story of their relationship is often recounted in articles – they were briefly together, then they split and he pined for her for several years until eventually they made a go of it. Whenever Mitchell speaks about Victoria he sounds as if he can’t believe his luck that he married her.

“I do read [the pieces] and think … is this going to induce vomit?” he admits.

He thinks the success of their relationship could be down to the fact she’s a professional poker player: “It helps because I’ve not got into the habit of telling even small lies.” Often – and perhaps rather weirdly – they like to sit on the sofa watching each other’s shows. But he says watching Would I Lie to You, in which opponents guess whether or not the panel members’ stories are truthful, is a very frustrating experience because she says “That’s the lie” immediately. “She’s occasionally wrong, but only one in 20 times.”

There’s something sweet about the way Mitchell talks about their relationship and maybe that’s because he’s so hard to untangle from Corrigan – his contentment is a kind of happy ending to Peep Show.

These days, Mitchell’s life revolves around his daughter Barbara, too. (“A proper solid name for people who make their way, not a made up new thing,” he says with classic Corrigan fogey-ness.) Mitchell loves fatherhood, but it wasn’t always plain sailing. “When she was a very small baby I found it frightening and weird,” he says. “I always felt that there should have been a responsible adult around, and realising that person was me was very against my nature.”

They don’t leave performers to do anything for themselves – and I have a weakness for that

Maybe, he says, this has something to do with being a performer. “Because you get treated like a child. If you’re making a TV show, they don’t leave you to do anything for yourself … and I have a weakness for that.”

Mitchell still doesn’t seem like much of a self-starter. He seizes the opportunities that come his way, but has zero desire to expand or progress. He seems to be that rare species of celebrity – happy at home, fulfilled at work, and with no vaulting ambition to upset the apple cart. “I’m not looking to move to Hollywood,” he says, and we both laugh at the very idea of it.

Greed is out on Friday. The Upstart Crow is at the Gielgud theatre, London, until 25 April.

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