'When I was a boy," says Mark Gatiss, "I wanted to be a whiskery man in a white coat saying, 'Look, it's a pterodactyl!'" He elaborates, mentioning one of his film heroes, who died earlier this year: "I wanted to be Lionel Jeffries in an Edwardian-set family fantasy film."

Gatiss, now 43, has his wish. He's playing Edwardian inventor Joseph Cavor in his own defiantly kidultish adaptation of HG Wells's 1901 novel The First Men in the Moon. Cavor is white-coated, facially hirsute and occasionally ditsy. Just before they set off for the moon, fellow astronaut Arnold Bedford inquires: "I say, Cavor, we will be able to get back, won't we?"

"I don't see why not," says Cavor vaguely. "Probably."

Gatiss, when we meet in a London cafe, proves as sumptuously whiskered as Cavor. "The reason I wanted to do The First Men in the Moon," he says, "was that there is something so challenging in the combination of space travel and the Edwardian period." Quite. The result, which airs on BBC4 next week, is a charmingly homespun, low-tech, very British vision of space travel. It recalls A Grand Day Out, in which Wallace and Gromit flew to the moon after running out of Wensleydale.

Following lift-off in Sussex, Cavor and Bedford settle back under a framed painting of Edward VII for the journey, the former reading Shakespeare, the latter Tit-Bits. Once in space, they draw back the porthole's blue velvet curtains to view what no one has seen before: Earth disappearing into the cosmos. But how, you'll be asking, was space travel possible in Edwardian England? Because of a substance called "cavorite", which deflects the force of gravity. Cavor coats his copper spaceship with it and equips the craft with rollerblinds. "We'll be able to tack like a yacht using the sun's rays," he tells Bedford. Moments later, they are planting the union flag on the moon.

Gatiss recognises that Wells was writing an allegory of imperialism: Bedford seeks to colonise the moon and plunder it for its vast deposits of gold, while Cavor, a naive man of science, seeks only knowledge. "Wells would have understood people like Donald Rumsfeld," says Gatiss. "We crash into places and bugger them up, sometimes with the best of intentions – and sometimes with pure evil in our hearts."

Gatiss was, he says, keen to have an "art nouveau" spaceship: "I wanted it to look like the entrance to a Paris metro station." Sadly, he had to drop the novel's lunar crops on budgetary grounds. Wells envisaged fast-growing vegetation in which Cavor and Bedford lose their way before finding sustenance with magic moon mushrooms. It's one of the novel's funniest scenes: the men gibber through a jungle – lost in space and out of their Edwardian gourds.

The UK's 38th most influential gay person (according to the Independent on Sunday's 2010 Pink List) is sipping coffee in a cafe near the Islington home where he lives with partner Ian and dog Bunsen. That labrador actually has a role in The First Men in the Moon, looking dolefully skywards as his master's spaceship disappears. "I trained him extensively using carrots to achieve that effect," says Gatiss, still basking in the unexpected success this summer of his adaptation, with Steven Moffat, of Sherlock for the BBC. Some people suggested that their three 90-minute adaptations of Doyle's stories couldn't have been any good since schedulers put them on in August: ratings and reviews suggested otherwise.

"We have all been knocked out by the response. Now I have got to follow it up." He and Moffat have been commissioned to do another season next year. "I've no idea what we'll write yet, but there's so much to play with. When [actor and playwright] William Gillette wrote the first stage adaptation, he cabled Doyle, 'Can I marry Holmes?' Doyle replied, 'You may marry him, or murder, or do what you like with him.' So I feel we've got free rein."

Horror with three Purple Hearts

Gatiss is soon to appear at the National theatre, in a production of Alan Ayckbourn's Season's Greeting with Catherine Tate. I suggest he's working so hard because he wants to be higher than 38th in next year's Pink List. "It's bollocks," says Gatiss of the list. "Big pink bollocks." Actually, there is so much Gatiss looming on TV, especially on BBC4, that by November viewers may well be sick of the Sedgefield-born novelist, actor, screenwriter and League of Gentlemen star. This month, the channel is screening not only his moon adventure and a repeat of his 2008 Crooked House ghost story, but also his three-part history of horror films.

These, the first of which began last night, will be a personal journey through horror by a long-time devotee (and a biographer of Hollywood's great horror director, James Whale). The programmes will dwell on three of Gatiss's favourites, which he feels have been neglected: Son of Frankenstein (1939), Blood on Satan's Claw (1971), and Martin (1977). "Son of Frankenstein is never talked about in the same tone as James Whale's 1931 Frankenstein," he says. "But it should be. It was Boris Karloff's last appearance in the Frankenstein series and stars Donnie Dunagan, then a child actor. By the time I caught up with him for the documentary, he was an ex-marine with three Purple Hearts."

Gatiss says he chose Blood on Satan's Claw, about a demonically possessed 17th-century English village, "because it was part of that folk horror moment in cinema that includes The Wicker Man. But The Wicker Man has been culted to death. I wanted more people to know about this one."

Martin, meanwhile, is "George Romero's vampire film about a disturbed teenager. We don't really know whether he is a vampire or a rapist. It's a brilliantly done film that is very much of the late 70s. All films speak to their times. It becomes obvious only after. Late 70s films like Martin are full of post-Watergate paranoia and depression."

So what do today's horror films tell us? "Something terrible does seem to have happened. I'm thinking of the Saw franchise. The first was inventive, but the sequels were unbelievably cynical. I can't watch films like [Michael Haneke's] Funny Games because that is my deepest fear: finding someone at home who's going to kill me slowly."

As Gatiss poses for photographs, suited and booted, he looks like a man out of his time, more than a little like the dotty Edwardian scientist he plays in The First Men in the Moon. It's hard not to think he'd be happier in another more innocent and sumptuously whiskered age. "The question I ask myself," he goes on, "is: have I really just become a squeamish middle-aged man, or has something happened to the horror genre that shows a growing appetite for watching torture, or at least a desire to explore it on film? And if so, why would that be? I can't pretend I know. I just know I don't like it."

• A History of Horror With Mark Gatiss is on BBC4, 18 and 25 October. The First Men in the Moon is on the same channel, 19 October.