Steve Coogan can resist anything except temptation. "That's how I ended up in hell," he says. He's not talking about the hell the tabloids give him about irregularities in his private life, having been at times as unwise in his treatment of girlfriends as certain footballers. Forget all that, as he wishes he could.

What's brought us together in London's Dorchester Hotel is his cameo as Hades in the Chris Columbus fantasy film Percy Jackson and The Lightning Thief, the first in what aspires to be a franchise series based on five Harry Potter-style yarns that bring Greek mythological gods alive in a modern American setting. Coogan portrays Hades as a rock-star devil who doesn't really want to be evil but can't help himself.

"When Chris called, I succumbed to the allure of it being a potential franchise, and also the fact that it was the chance for a bit of camp, over-the-top villainy acting," he explains. "It was a very simple, easy, no-risk, well-paid job. I'd been doing a tour of Australia with a live show. On the way back, I stopped off in LA for a week to do this, and then came home."

You'd think, having being brought up a Catholic in a family of seven in Manchester, that the 44-year-old stand-up comic would know all about heaven and hell and the whole fire-and-brimstone guilt trip. Not so.

"The devil didn't really have much space in my home," he says. "My upbringing was not a right-wing, repressive, God-fearing education. It was more of a liberal, libertarian, theological-type religious upbringing, if you want to be specific."

"I do," I assure him. "Did you go to Mass every week?"

"Yep," he says.

And confession? "At the start."

And then you kind of strayed? "Yep. I don't believe in anything right now. But I'm not really that vehemently anti-Catholic. It's just not for me. I don't believe in hell, I don't believe in heaven and I don't believe in God. Lots of wonderful people do believe in all those things, but I don't believe any of it for a second."

Not having hell is a bit of a waste, though? How else to bring Hitler, or for that matter Bush, Rumsfeld and Blair, to book? "That would be wonderful, but unfortunately it's a pipe dream."

Coogan has signed on for possible sequels to the avidly-read Rick Riordan stories about a dyslexic New York teenager who discovers his father is Poseidon, god of the sea, making him a demigod – half-human, half-god. Zeus, king of all the gods, accuses him of stealing his lightning bolt, the original weapon of mass destruction. Unless he returns it, all hell will break out in today's world. So call in Steve Coogan.

"It was a great gig," he says. "Just one week's work with Rosario Dawson as my bickering companion Persephone – so very beautiful to look at every day. It was fun."

Meanwhile he's been getting on with his real job, deep in talks to bring back Alan Partridge, the iconic, politically incorrect, socially inept regional radio show host that established him as one of Britain's most innovative TV comics.

"It's not official yet," he says, being as imprecise as only a comic can get away with. "It's possible, but it's not definite. But it will be resolved in the very near future."

No need to fret. What is definite is that he's teaming up again with Michael Winterbottom, who directed him with such hands-off subtlety in A Cock And Bull Story – as Lawrence Sterne's Tristram Shandy, and also as Steve Coogan playing Tristram Shandy – that neither of them could resist getting back together.

"It's called The Trip. We start shooting next month in Yorkshire and the Lake District. It's Rob Brydon and me going around as ourselves reviewing restaurants. It's not about a character assassination of restaurants – they've all signed up – it's about restaurant celebrities and their fashion-grabbing with food. I'm playing myself not really knowing what I'm doing, and the fact is that I don't really know what I'm doing. It'll be a six half-hour television series for this autumn. I'd also like it to be a 90-minute movie."

He feels refreshed after his live tour. "Doing a lot of movies and stuff, you just want to go back on the road and oil the wheels a bit. But when you get it out of your system, you start wondering why you're doing it, and you want to be back on a movie set. The trouble with movies is that there are so many filtration processes before you reach audiences, so it's nice to have audiences right there with immediate reactions and be able to adapt and change and be totally in control – to just go out and do gags with punchlines, instead of nuanced stuff."

He became a stand-up by default. "I went to drama school but started doing stand-up to get an Equity card. I could do impersonations and people started laughing. And it sort of went off on its own. You can't pick and choose in this business. You go where the work is and I was getting work doing stand-up impersonation, which I really wasn't that much into."

It's earned him millions, but he's distrustful of success. Off-screen he's a bit like the early Woody Allen, frail and wary as if still waiting to be jeered off the stage.

I'd heard he takes time out in west Cork. "I do," he concedes.

Skibbereen, or maybe Schull? "It's west Cork."

"Have you been to Annie's?"

"I have. It's lovely." So now we know.

'Percy Jackson and the Lightning Thief' opens on Friday