The rascal Davies is a foil, of course, for presenter Stephen Fry.
Davies singles out a cherished moment when Fry lost his composure so much he pleaded with his cohorts to stop their antics as his “belly hurt”.
“Stephen always keeps it together,” says Davies.
“He hardly ever makes a mistake on an autocue. It’s an important part of the show that he is in control. He’s a godlike figure.
"But one time he was talking about the Parthenon in Athens, and he said, ‘They say about the Parthenon where the Acropolis is’, and he couldn’t get the words out. He started to say the phrase in a strange rhythm, as if he was going to break into song.
"Jimmy Carr was there, me, Rob Brydon, and Bill Bailey. We seized on it immediately, and ruthlessly.
"Is this a song? Then we started singing about it.
"He was crying laughing — ‘You’re being beastly. You’re being beastly’.”
QI’s most popular guest panellist is the incomparable Bill Bailey, who stood in as best man when Davies got married in 2007 to the children’s book author Katie Maskell.
Bailey played the piano when the guests arrived at the wedding, and also greeted them with a few words.
“We got married in a really nice country house out in Essex,” says Davies, “which was not that far from where I grew up.
"It was in January. We chose the venue partly because you could do everything there — the ceremony, the meal, the reception. You didn’t have to leave the building, as it was cold.
“He said, ‘Welcome to this country house out here in Essex, which was built in 1996 as a base for Puff Daddy on his European tour’.
"It was such a perfect joke — certainly our parents wouldn’t know who the hell Puff Daddy was — because with those rappers, with all their conspicuous consumption and their dreadful wealth, it would not be out of the question to think that he might build a mansion as a base for a year.”
As well as playing the lead in the Bafta-winning TV series Jonathan Creek, Davies is also one of Britain’s finest stand-up comedians, as was evident for anybody in attendance for his Little Victories show at Vicar Street on Saturday.
The title is a nod towards some of the hard-won battles he fought with his dad while growing up.
“To get anything you wanted,” he says, “to go anywhere or to do anything, you had to get past him, and he was quite a difficult opponent.
"For example, he would never let us have blackcurrant jam in the house and that used to drive me crazy because I really liked blackcurrant jam. It could be something as small as that, but something that really preoccupies you as a child.”
Davies, who is the middle child among three, was born in 1966. His mother died when he was six, which left his father to raise him and his brother and sister.
He had some rigid ideas about cooking and the cut and thrust of domestic life, remembers Davies.
“He used to boil all the vegetables, and against the clock, with a kitchen timer.
"He had it in his head that potatoes had to be boiled for 20 minutes so they were always just falling apart in the water. Nothing was ever steamed so the peas were boiled so there was always a green scum on top.
"He had no idea.
"I don’t think I had any vitamins in my diet until the mid ’80s when I was at university.”