As the minutes tick by towards the appointed hour of the interview, memories come thick and fast. The Saturdays spent singing Eric's name to the tune of "La Marseillaise" in the halcyon days of the mid-1990s; standing behind the goal as he produced an exquisitely calibrated chip against Sunderland, before striking an emperor's pose, collar upturned, to accept the crowd's acclaim; the time I almost lost my job as a night news editor, after talking half the night to my brother about the ramifications of the infamous assault on a Crystal Palace fan in 1995 – I forgot that it might be an idea to put something in the paper.

Reminiscences, past glories and controversies all to be explored, sitting in a Paris café just off the Place de l'Opéra. Just Eric and me, talking over the old days when he was on the pitch, I was in the stands and God was in his heaven.

This delightful reverie comes to an abrupt end when I spot Cantona outside, leather-jacketed, as physically imposing as ever, and looking for me. Should one ever meet one's heroes? Leading the man who became a semi-mythical figure in his five years at Old Trafford through the packed tables of the Café de la Paix, I feel like someone meeting an ex-lover who has long since moved on.

The first question comes from him. "So, have you seen the film?"

Maybe I'm paranoid, but there seems to be a slight hint of menace in his tone. In person, Cantona is polite, reserved and wary of Englishmen seeking football anecdotes. The beard is increasingly salt and peppery but, though he gained a fair amount of weight immediately after retiring from football, he is now looking formidably trim at 45. And as numerous adversaries have discovered throughout his career, he is not a man to cross.

We are here, he is making clear, to talk about his work as an actor and in particular to discuss Switch, a thriller due to appear in cinemas at the end of the month. I can't say I hadn't been warned. In the lead-up to our meeting, I'd heard of a hapless British hack who wanted an opinion on the current state of the United squad. Cantona almost put the phone down on him.

In Switch, directed by the up-and-coming French director Frédéric Schoendoerffer, he plays the role of a hard-bitten Paris police inspector investigating a murderous case of mistaken identity. The acting hasn't got the range and variety that he showed on the pitch. But the "strong silent" type of role seems to suit him, allowing him to display the unmistakable presence that was skillfully exploited by Ken Loach in the 2009 box-office success Looking for Eric. And the reviews have generally been good. "Former Manchester United footballer Eric Cantona proves he can do steady, low-key work," wrote the Hollywood Reporter after the French premiere.

For Cantona, his gradual acceptance as an actor has been a vindication of what amounts to a personal philosophy of permanent revolution. For all his achievements and fame in England, he gives the impression that his ability to leave all that behind is a bigger source of personal pride.

"Some people need to stay at the top," he says. "They are afraid to re-start from zero because they fear the critics. When you start from zero and you have been famous in another field, it's very difficult. Beginning something is the same for everybody, everywhere, whether you start at 20 years old or at 40. But I think I have enough humour and enough humility about life. I don't take life so seriously… I can just play with life."

But if you are very, very good at something, why give it up in the way he gave up football when he was barely 30? Why renounce the gift God, or fate, or a happy conspiracy of genes, has given you? He is keen to emphasise that it was indeed a choice.

"Football lost its excitement for me. That's why I retired. I didn't have to retire, I was still fit, I was still good… But I got a bit bored. So I began again. What's important to me is to have new experiences – to be a neophyte. Being an actor is not the most important thing, going on stage, it's feeling alive… at risk. I live to feel myself in danger."

This is the kind of sub-Sartrean language which can easily get a mocking response, particularly in his former stamping ground in Britain, where no one has forgotten the parable of the seagulls, trawlers and sardines. But what becomes apparent as Cantona talks is that occasional philosophical whimsy is combined with a quite ferocious work ethic. The flamboyant aesthete of Premier League legend is, above all, a trier.

'As an actor I’m now in the same place I was as a footballer between 26 and 30. I can really enjoy it.' Photograph: Patrick Swirc

Cantona has spent half a lifetime teaching himself how to get where he wants to be, and he feels the pressure of knowing that some people would have enjoyed the prospect of him falling flat on his face. "It was a privilege that I was asked to play in movies when I retired from football. Some young actors don't have the same opportunity, which is unfair. But the other side of the coin is that some people were not ready to see me doing something else. They've got such a strong image of you in your previous life and they just want to hold on to this image. They're possessive about you.

"Then there are those who believe that only people who went to drama school or to the conservatoire can be actors. OK, school is very important, but other people can succeed, too. In painting and in every kind of art you have the autodidact; you have great artists who are autodidacts. But you have to work hard. You have to work, work, work, maybe more than the others. As an actor, for the first four or five years it was a learning process for me. Now I'm in the same place as I was as a footballer between the ages of 26 and 30. I can really enjoy it now."

Cantona has paused. Now he jokes: "Hmm, maybe it's time to stop…" The dedication has not gone unnoticed. Back in 1995, when Cantona played a minor part in Le Bonheur Est Dans le Pré, director Etienne Chatiliez commented on the acting promise of Manchester United's centre-forward, describing him as "a truthful natural, like a character from Pagnol". Schoendoerffer is equally enthusiastic: "He works incredibly hard on the set. He's truly an actor now. He's got the experience and he's got huge presence and charisma, and I'm not someone who followed him in football. But Eric's also got an incredible humility about him."

The desire to live life as a restless series of reinventions appears to come from a profound inner sense of security. Cantona has never looked back from his happy childhood. When he remembers his parents, he speaks with a warmth that is striking.

He and his two brothers grew up relatively poor in the Caillols area of Marseille, in a hillside cave that his grandparents had turned into the family home. Each morning the first thing Cantona saw was a slice of spectacular Mediterranean landscape, and his parents ensured that an aesthetic education accompanied obsessive street football as he grew up. Albert Cantona, his father, worked as a psychiatric nurse but was also a gifted amateur artist and along with Eléonore, his wife, was by far the biggest influence on his son's outlook.

"I had a great education because my parents taught us that we had a duty to observe the world – the beauty of it, the tragedy of it. We would be driving and my father would see something and stop the car, saying: 'Look at that beautiful light.' That's how we were educated, on details. My father took us to galleries. He was passionate about art. He painted because he needed to, but not in order to sell what he produced.

"And they gave us confidence [to express ourselves] as well. We were taught that you can try everything if you work hard. I'm an optimist. If you say to me: 'Tomorrow we'll go and try that', I will try it – even if it's something I know nothing about. I am not afraid. That's thanks to the education my parents gave me. It's no accident that my two brothers and I are all independent. We don't work for anybody. We try to develop our own ideas."

Eric's elder brother, Jean Marie, has worked as a sporting agent and recently embarked on a film project based on the life of a Sardinian great uncle. His other brother, Joel, a year and half younger, followed up a rather less illustrious football career by also going into acting. Together the trio has formed Canto Bros, a production company that was instrumental in the making of Looking for Eric and has just completed a series of documentaries on three of Europe's most passionate football cities.

The avenues through which Cantona is seeking to express his ideas keep multiplying. As well as the acting, there have been photography and painting exhibitions. He has also become an increasingly high-profile campaigner on social issues and sits on the organising committee of the Abbé Pierre foundation, which lobbies on behalf of the homeless. He won't reveal how he plans to vote in the forthcoming presidential election, but it won't be for the conservative Nicolas Sarkozy. There was even a recent rumour that he was going to seek the 500 necessary mayoral signatures to run for president himself. That turned out to be a canny publicity stunt to promote the building of more cheap homes to solve the national housing crisis.

'I don’t take life so seriously': with Ken Loach and Steve Evets in 2009’s Looking for Eric. Photograph: Joss Barratt

Last year he accepted an invitation to become a director of New York Cosmos, the soccer franchise which pioneered the breakthrough of the sport in America during the 1970s but then went out of business. In Paris he is about to star in an experimental state-funded theatre production of Ubu Enchaîné, a rarely performed work by the 19th-century playwright Alfred Jarry. Dan Jemmett, the director of Ubu Enchaîné, was astonished that he took the role. "It's a pretty obtuse text," he admits, "and I never thought he'd accept in a million years. But I think he likes to confound people's expectations. He's an inquisitive and intelligent man."

Cantona has also written the lyrics for his actress wife Rachida Brakni's first album, which comes out this month. In recognition of their status as one of France's most prominent artistic couples, Cantona and Brakni have received the ultimate accolade of a Paris Match photo shoot.

The modus operandi appears to be this total, but very temporary, absorption in whatever he happens to be doing. And unless the activity is truly creative and original, it's not worth doing. Meryl Streep, for example, would not have won Cantona's vote at last month's Oscar ceremony.

"I don't like this current trend in cinema for biopics – The Iron Lady with Margaret Thatcher, the Edith Piaf film, Marilyn Monroe… Every year there's two or three and the actors are great impersonators and great actors, of course. But there's a very big difference between impersonating somebody and making people believe that you are involved in creating something.

"Marlon Brando in Apocalypse Now was creating a character. An unforgettable character. That is very different from imitating somebody. You have people getting Oscars and Césars for these performances, but they're not using the imagination to create something, like Brando did in Apocalypse Now or The Godfather. He created the voice, the way he stood, the haircut, everything."

We've been talking for almost an hour, interrupted only by a young man who wants a photograph with which to impress his Marseillaise wife. Cantona happily obliges. I find myself thinking there is something admirable about his relentless focus on the latest project, his restless immersion in the present, but there is also something that makes me, quite unjustifiably, sad. Cantona strikes me as one of the most psychologically healthy people I have ever come across. But isn't genius supposed to be unhinged, unable to cope with the excessive nature of its gifts? It seems almost indecent to so comprehensively leave those shining Saturdays of the 1990s behind.

His infamous Crystal Palace dropkick. Photograph: AFP

I tell Cantona about a Sunday 13 years ago. My brother and I had gone for a drink at the Phene Arms in Chelsea, which had become George Best's local during what turned out to be the final years of his life. Best, United's other great rebel hero, quit football at the age of 27, also after apparently falling out of love with the game. Unlike Cantona, he made a number of mostly dispiriting comebacks, none of which came close to recapturing what had gone before. That afternoon a United match (vs Arsenal) was shown on the pub's television, and, to our amazement, Best came over and joined us. For an hour the three of us were the only people watching the game in the bar. He drifted back to his friends well before the final whistle, but not before exhorting the United winger, Ryan Giggs, to take on and beat his man more often. One sensed in Best, whose alcoholism would kill him six years later, a deep nostalgia for the long-gone happy days on the pitch where, like Cantona, he imposed his personality so consummately.

Cantona listens with more than polite interest. "You can, I think, remain bloqué [hung up]," he says at length, "on what you have done. You can spend all your life talking about what you have done… telling stories at the Christmas party and so on. But you need to stay alive. When you are bloqué you're not really alive, you're just surviving."

So he really doesn't miss it – the football – I had to ask.

There is a pause. "No, I don't miss it. But I was scared that I would miss it. That life was so exciting, and the adrenalin becomes a drug for your body, a drug your body needs every week. So when you retire, for two years it's very difficult. There's a risk of depression. So when I retired I didn't go back to France and I didn't stay in Manchester. I went to Barcelona, where my grandparents were – and I didn't watch games on TV. I didn't want to be near the ambience of the game, to catch the smell of the dressing room. I really didn't want to look back…"

And when he leaves the Place de l'Opéra, he doesn't look back either. There are plays to rehearse, film scripts to read, and works of art to produce.

Switch is in cinemas on 30 March and available on DVD and BluRay from 9 April