Last Week Tonight's John Oliver likes Australia's 'underdog mentality'. During the first season of his news satire program Last Week Tonight, Oliver presented a four-minute segment that lampooned the PM's positions on immigration, women and homosexuality and profiled some notorious gaffes, including comments about an Australian soldier killed in Afghanistan and a disconcerting wink while on radio to an elderly sex-line worker with cancer. "He's like a star imploding," Oliver says. Oliver's curiosity about Australian politics was piqued when he visited in 2013 to create a three-part story on gun control legislation, in his former role as a field reporter for The Daily Show with Jon Stewart. The Emmy award-winning story included interviews with former politicians Tim Fischer and Rob Borbidge, as well as former Prime Minister John Howard, which Oliver describes as having been "pretty excruciatingly awkward". "I'm not a huge fan of [Howard], so hurting his feelings was not the worst thing that had ever happened to me," he recalls. "And because what I needed to do was embody everything that critics of gun control [in the US] would throw at him – which is clearly infuriating to him – it was pretty bumpy."

To power through the discomfort, he keeps a picture of the final product in mind. In this he likens his approach to mentor Jon Stewart, who is similarly "obsessive and analytical" about comedy: "grinding through draft after draft after draft after draft, to try and polish something down until it's how you wanted to make it." Oliver says leaving The Daily Show to front his own program, after a summer successfully standing in for Stewart as host, was the most difficult thing he's ever had to do. ("Which probably shows I've not had a very hard life," he quips.) "It was really hard to leave, to the point that on the last show I cried," he says, suddenly serious. "And I am a repressed British person. The last time I cried, I couldn't tell you. Probably when I was four." With some embarrassment, he confesses he lacked "the basic behavioural skills to handle it". He was only in America, he adds, because Jon Stewart had invited him to work on that show in 2006, "so leaving seemed insane". Oliver has recently gone to air with his second season of Last Week Tonight, having staffed up the research team. "We're trying to get the duck's legs to move in a less panicked motion," he says, explaining the changes are not in the format of the 30-minute show (a short round-up, followed by a longer story), but in how it comes together.

HBO has also announced third and fourth seasons of Oliver's program, ensuring he won't jump ship to fill the host's chair, soon to be vacated by Jon Stewart at his old program. Another very good reason Oliver has for staying in the US is his American wife Kate Norley – a former US combat medic he met while covering the 2008 Republican National Convention and married in 2011. Norley, who still undertakes aid missions in disaster zones, serves as a healthy leveller for a man on a meteoric entertainment-business trajectory. "She doesn't really give a shit about my job," he says. "I don't think I'm even in her top 20 favourite comedians." Oliver, inversely, finds Norley inspiring. Difficulty assisting her translator to safely leave Iraq led to a long piece on the visa problems of war-zone interpreters. In 2013, Oliver also went with Norley to Afghanistan, to entertain US troops. Norley served in Iraq, but Oliver wanted to experience some approximation "of food she'd eaten or the heat she'd felt, and to get to experience a bit of that camaraderie." Our conversation turns to how people who have been in conflict zones experience a vividness they struggle to replicate in their regular lives. "Yeah, its addictive," Oliver says sympathetically, "because it's nothing but purpose. I miss it and I was there for a week and a half." Pushing outside his comfort zone is a trait Oliver says he shares in common with his younger sister, who recently "out of nowhere" moved to Melbourne to work as a baker, having previously moved to Paris with no French language skills. "She and I tend to run headlong into a challenge without thinking too much about it," he says fondly. The good news there is that Oliver plans to visit Australia more regularly – hopefully this year. "I think one of the reasons I felt so comfortable in Australia is because I like the underdog mentality, because it means that you're punching up all the time," he says.

This is the same rule of thumb he employs for comedy, setting his sights on hypocrisy, wilful ignorance and hubris. "You don't want to punch down," he says, disapprovingly. "That's horrible." Last Week Tonight, The Comedy Channel, Monday, 6.30pm