Paul Merton, Touring

Paul Merton is a very funny man, as anybody who watches Have I Got New For You will know. But fans of that programme will find his latest live show, billed as his return to stand-up, which he started doing 30 years ago, a very different experience. First thing to report is that it's not really stand-up, more an autobiographical run-through of his life, using jokes, songs and sketches, aided by some chums from his improv group Paul Merton's Strolling Players.

The players – Richard Vranch, Lee Simpson and Suki Webster, his wife – are, like Merton, dressed in pale grey suits, and introduce him wordlessly with the kind of caption cards you see in Merton's beloved silent movies. And in a show that throws in all manner of comedy devices, he uses several tropes from another love, music hall - a ventriloquist’s dummy, black-cloth animation, for instance.

Few of the sketches are even remotely funny; they are too long, and meander into pointlessness

It starts routinely enough with Merton reprising some of his early jokes, which showed even then his very individual take on comedy. "During the war, my dad said you didn't have to worry about the Blitz - the only bomb that would get you was the one that had your name on it. Which used to worry our neighbours... Mr and Mrs Doodlebug." And then, as if a physical representation of a thought that has just occurred to him in a routine about global warming, Vranch pops up behind a lectern to explain why having your globes (testicles) too warm isn't a good thing. It's a moment that's both surreal and disjointed, like much of the evening.

The show's title, Out of My Head, suggests a fair chunk will be – and indeed so proves - about Merton's time as an in-patient at the Maudsley psychiatric hospital in south London after a rare reaction to anti-malarial drugs caused him to have a psychotic episode. As he talks, the foursome break into various sketches to act out various experiences of his life.

Merton uses Little Paul, the dummy, to express his feelings as a 10-year-old when a particularly cruel nun at his Catholic school scolded him for having too vivid an imagination in his compositions; and, with Webster playing his psychiatrist, Vranch and Simpson are the men in Merton's head as they play an improv version of the game from I Haven't a Clue where each player supplies the next word in a story. They are all very accomplished improv performers, but the story they made up from suggestions by the audience was not up to their usual standard.

Few of the sketches are even remotely funny; they are too long, and meander into pointlessness. Merton is amusing enough when he is chatting to the audience, but unlike, say, Ruby Wax, who has laid herself bare when talking about her mental-health issues, Merton never reveals anything substantial. At the end of the two hours we know no more about him than we did at the start.

There are some nuggets – Merton does terrific impressions of his mates Nicholas Parsons and Julian Clary, and there's a superb throwaway line about Jeremy Clarkson - but it has the feel of a show thrown together, and not in a good improv kind of way. Out of My Head is essentially an underdeveloped theatre piece in desperate need of a director.

• Paul Merton is touring until 20 October