"I failed the audition to get into drama school," he says. "But in the end art school was better for me. I loved it there because it was a melting pot of creativity. There were people making films and people making music and that was much more suited to me than the rather more staid, academic ... world of studying Shakespeare and Ibsen and so forth."

His drawing habit has been on hold recently, held back by the demands of playing the 12th Doctor in the new season of Doctor Who. He has been filming for 32 weeks with barely a day off.

"I only stopped it because of being the Doctor," he says. "Generally I draw every day just to keep my hand in. I draw while I'm sitting on the Tube or in restaurants. Just doodling things and people I see."

On this rainy, cold day in Sydney, Capaldi's self-described "electric shock" grey hair is standing up. He is eight hours into a day of interviews, stage appearances, photo calls and public walk-arounds with a Tardis. He and Doctor Who co-star Jenna Coleman, who plays returning companion Clara Oswald, finished filming only a week ago.

They are halfway through a world tour introducing the Scottish actor – previously best known for playing Malcolm Tucker, the "PM's all-swearing eye", in BBCTV political comedy The Thick of It – to devoted Whovians.

Dressed in a grey T-shirt, dark blue jacket and trousers, he leans in close to hear each question. Full of chutzpah, he emanates the sort of joy a Capaldi performance often brings, whether as the Doctor, Malcom Tucker or even Danny Oldsen, the young, awkward oil company lackey in Local Hero, his first feature.

"I love my job," he says. "It's a fabulous profession to have and I've been very lucky that I've worked pretty solidly for quite a few years.

"I think it's so great to be on a set with talented people, gifted people. I get impatient with people who don't want to be there, who make it difficult, because most people don't have a life that is as much fun as mine.

"I try to bring joy to it, because I think it would be ungrateful to do otherwise."

Capaldi's life as an actor wasn't always fun. In 2005 he spent a year out of work and considered quitting acting and selling the family home. His wife, television producer Elaine Collins, a former actor who most recently produced the ITV drama series Vera, kept the money coming in.

Then, without any good reason, a spree of acting jobs arrived. "I learned a valuable lesson because there was nothing that I did to change that situation," he says. "I didn't network people, I didn't go out chatting to people or write letters to people. It just changed and there was work around. Maybe I'd changed, I don't know. What I do know is in this profession it's largely out of your control."

Capaldi is used to the peaks and troughs of working in the arts. In 1995, he wrote and directed Franz Kafka's A Wonderful Life, which went on to win an Oscar for best live action short film. A year later he was standing in a muddy field in Hertfordshire scouting locations for a dog food commercial he was directing.

"I think all actors experience ups and downs," he says. "I don't think my story is particularly different from my friends who are actors. But most people don't mention it. I don't know whether it was a mistake to mention the fact that I was unemployed from time to time and had periods when things weren't going well, because generally I think there's a sense that if you talk about failure it becomes a self-fulfilling prophecy.

"It couldn't have worked out in a better way, but yes, I've had times when things weren't so straightforward. I think the periods of being unsuccessful have made me a better actor."

He seems like a cheery person, despite his sometimes dour onscreen personas. "You should have a word with my wife," he says, laughing. "She might disagree if I said so."

His wife is sitting on a nearby couch with BBC Worldwide representatives. Two security guards at the door hover beside a cake stand of Doctor Who decorated cupcakes.

Capaldi pauses. "It's gone very quiet in here all of a sudden. You're all listening in," he says to the crowd.

"We're not listening in," Collins says.

"Are you sure?" he says, laughing. "You're embarrassing me."

Capaldi attributes a lot of his success to his wife. The pair, who live in north London with their teenage daughter Cecily, met in 1983 during a touring production for the Paines Plough Theatre Company. They have acted and worked together in many projects.

"She's fabulous and I love her," he says. "She looks after me and keeps my feet on the ground. I don't always want my feet on the ground but she keeps them there [another long laugh]. I think it's important to try and have perspective, you know, about how lucky we are. Elaine certainly helps me with my perspective."

In Doctor Who, he wears a special ring to cover his wedding ring while filming. "It sits on top of it," he says, holding his wedding band. "I didn't want to take it off because I felt sure that working every day for 32 weeks, if I took it off it would go somewhere or fall off somehow. So I got them to make a special Doctor Who ring that fits on top of it. It has a special gem in it ... but that's another story ."

Capaldi grew up in Springburn, Glasgow, on the same street as Armando Iannucci, the creator of The Thick of It. His parents ran an ice-cream delivery business that later inspired the storyline for the 1992 film, Soft Top, Hard Shoulder, which he wrote and starred in with Collins.

He has described his teenage years as a time of "trauma".

"But in the way most of us experience," he says."It was not fitting in and not knowing who I was or what I was supposed to do. I think that's a fairly common story. I knew that I wanted to be ... well, I didn't even know that I was creative. I know now. Looking back, someone who at 19 could draw and play music and act is a very creative person. But I didn't have much confidence, which is ironic because I probably came over as someone who had too much confidence, but I really didn't believe in myself very much. I didn't really know what to do with all this ambition to make things."

His parents thought acting was a very bad idea and were pleased when he was accepted into art school. "I think they thought that if I went to art school I could be a teacher," he says. "And also, in our family we had no connection to the theatre or film or anything. I think with drawing they could see, they could quantify that in some way because I could draw things that looked like things. So they were very happy about it, not realising what a wild ride that would be."

Capaldi has not leapt from nowhere with Doctor Who. Until now, his most famous character may have been Tucker, who he developed in semi-improvisation with Iannucci, but his film, television and stage lineage is extensive.

He has more than 40 films and television dramas to his name, including Foyle's War, Iain Banks's The Crow Road, Skins, Dangerous Liaisons and World War Z. He was in Graham Linehan's stage revival of The Ladykillers, played Guardian editor Alan Rusbridger in The Fifth Estate and Leonardo da Vinci in the documentary Inside the Mind of Leonardo.

He loved playing the lethal and sweary Tucker but is glad to have retired the character. When people come up to him in the street and say, "Hey Malcolm, swear at us." Capaldi used to say, "No, f--- off". He stopped because the Doctor does not swear.

Scoring the Doctor Who role has changed his life immeasurably. His daughter, a big Doctor Who fan, cried when she found out he had been cast.

"She loves it," he says. "She's not a child who's particularly interested in show business but she's here with us and it has just been an incredible trip for us all."

He spent a good amount of time talking to Matt Smith, the previous Doctor, about what it means to take on such an iconic role. "It was very strange walking onto the set for the first day, for the regeneration scene," he says. "It was very emotional because we knew Matt was leaving. They kept us apart, which was very wise."

The first episode of the new season, titled Deep Breath, which airs on ABC on Sunday, features a Doctor  that is not interested in sexual tension with his companion. "Clara, I'm not your boyfriend," he tells Oswald at one point. Capaldi is older than Smith and his predecessor David Tennant, and much has been made of this new era of a Doctor who is not "lunchbox candy".

But Capaldi has his own sex appeal. This idea makes him laugh, even feel a little embarrassed.

"Well, with Doctor Who, it's a magical part," he says. "If people decide that because I'm Doctor Who ... I think it's the part that makes you ... if people think I'm ... well, let's put it this way: I've never been asked to take my shirt off in my entire career. I'm not really a leading man in that sort of way. A romantic lead. I've never been in heart-throb territory. So I think it's the Doctor they might find attractive."

But people felt Malcolm Tucker had fetching qualities. "Well, it's very nice of them. I'm very complimented. It's very sweet of them to feel that way but, well, I'm married."

He is also, he says, content to remain just the Doctor at present. He has enjoyed directing projects but, aware of the challenges that face directors, is happy to be "100 per cent Rebel Time Lord" in a red-lined, dark-blue Crombie coat and Loake boots.

"To be honest, the past year of my life has just been about the Doctor," he says. "Previously, a lot of the time I was trying to work on a lot of projects that were my own, or develop things. And I realised that a large part of that was about trying to keep my career going. But I suddenly realised that here was a role that was moving forward with me in it.

"I don't have to worry about finding another job right now. But it is also a very time-consuming job. You can't do anything else. But I'm very happy with that. I'm not complaining. I've had a ball. I feel guilty saying that but it's true."

And then we stand, and that inspires an impulsive bow to the new Doctor, who graciously bows back.

Doctor Who: Deep Breath screens on ABC on August 24 at 4.50am, simulcast with the UK broadcast. The episode will screen again at 7.40pm.