The 49-year-old comedian has just announced his first stand-up comedy tour in 12 years, titled Better Lat Than Never, and admitted he has been overwhelmed by the response, with even BBC newsreader Huw Edwards saying he wanted tickets.
Kay told The Zoe Ball Breakfast Show on BBC Radio 2: "You can't say anything any more. That's what I should have called my show. Can't Say Anything. They'll have you!"
The star of Peter Kay’s Car Share chose to make the announcement on Twitter during an advert break for the launch show of reality show I'm A Celebrity... Get Me Out Of Here!, making headline news - which he said was a big shock to him.
Kay said: “Huw Edwards said he had to get some tickets at the end. Huw Edwards is going to queue up for tickets… Him? I cannot get my head 'round it.
“I thought we should call this tour Peter Who? because I haven’t been (around) for five years. Being on the news… Can you get your head around that?”
He added: "Thanks everybody for all that's happened over last few days it's really lovely and so nice. I hope I do you a good show."
On top of his arena tour of the UK, Kay has also confirmed a monthly residency at The O2 in London.
It will start on December 16 and run until November 18 2023. He is the first artist in the world to perform a monthly residency at the venue. Ticket prices start at £35.
Kay - who famously wore a purple short-sleeved shirt for his last arena tour - revealed this time he will be wearing turquoise.
But he confessed he had bought 35 of the same shirt to wear on stage, only to change his mind.
He said: "I saw a shirt I liked and I bought 35, and I've changed my mind now, so I'll take them t'charity shop. What will they think?!"
The stand-up comic - known for his light-hearted material - has done several warm-up gigs in recent weeks.
Kay said it was important to practice because: "If you're not funny, people won't laugh."
Kay's debut arena tour in 2002 was titled Mum Wants A Bungalow.
He last toured in 2011, and was due to go on the road in 2018.
The Phoenix Nights star had been due to tour in 2020 with his Dance For Life show, but it was cancelled due to the coronavirus pandemic.
Later that year he made a rare public appearance as part of the BBC's The Big Night In charity fundraiser.
Kay was on TV in 2018 for two special episodes of his sitcom Car Share and had been due to begin touring again earlier this year, but had to cancel because of the coronavirus pandemic.
In April 2018 he raised over £34,000 for for The Lily Foundation, a charity that researches mitochondrial disease, with a special screening of Car Share at the Blackpool Opera House.
The Cradle To The Grave star is married to Susan Gargan and they have three children together, with Kay fiercely guarding his family’s privacy.
Watch: Peter Kay announces new stand-up tour