Rob Delaney is on a canoe, sailing down the North American waterways with a massive lump of cheese in his mouth. Not literally; that would be a weird place to do an interview. But in his head he’s there now, reminiscing about a pivotal point in his life. “It was 25 years ago. And the friend I was with took out his cheese and a knife, sliced off a piece and gave me some. I remember saying: ‘Man, this is good,’ and he said: ‘Yeah, food tastes better when you share it.’” It was in that moment that Delaney believes his core principles were formed. “I don’t even remember his name,” he laughs. “He’s just Canoe Cheese Man to me.”

And yet Delaney is reminded of the guy’s impact on a regular basis. When we meet – slightly more boringly for coffee in a bar near his home in north London – the 42-year-old comic is still raw from December’s election results. Delaney had campaigned for Labour with a moving video extolling the brilliance of our NHS. “I have a potentially unique perspective in the sense that as my career was taking off and I was being surrounded by wealthier and wealthier people, my son got sick too,” he says. “Then he got incredibly sick, then disabled, and then he died. I was spending time with people who were disabled, dying, often people who were much less materially fortunate than myself. Having a foot in these two worlds gave me a perspective on just how unequal things are.”

Delaney’s son Henry was two years old when he died from a brain tumour. Shortly after, Delaney posted a profoundly moving statement online about losing his son, and how he was determined to stay positive for the sake of his other children (Delaney and his wife have two older sons and a younger one born after Henry’s death). “I will endeavour to not go mad with grief,” he wrote.

Facebook Twitter Pinterest Delaney with Sharon Horgan in Catastrophe. Photograph: David Stewart/Channel 4

As he dealt with the unimaginable trauma of Henry’s deteriorating condition, he was also busy writing and filming the fourth series of the sitcom Catastrophe for Channel 4. He was surprised to find that he could still work, that crippling grief was not incompatible with humour. He hired an office near Great Ormond Street Hospital so he could be near his son. He would film scenes and then head to a room to cry his eyes out. But he was working, and through doing so showing his kids that life hadn’t completely gone off the rails.

Delaney has a strong work ethic, and this is evident by his 2020 plans: you can currently see him playing Megyn Kelly’s producer in Fox News drama Bombshell, while later this year he will play a psychiatrist in relationship comedy The Good House and take a major role in the Home Alone reboot. “I was so cautious because the original film is so amazing,” he says of the latter. “But then I read the script and it was so clever that all my doubts were put to rest.”

There’s also a “dark” comedy pilot he’s making for Channel 4 that sounds intriguing – especially as a picture released from it shows Delaney wearing wellies and skimpy union jack underpants in some kind of power plant – although he’s tight-lipped about that today.

What he can talk about is Jackie, his new Amazon comedy special. It’s an hour-long standup set that’s hard to categorise – at times goofy and reliant on funny things his kids have said, but at others downright twisted. During one bit he concedes that he would probably use a futuristic sex robot if it was readily available; in another he tells the true story of the drunken car crash in his mid-20s that left him with a broken shoulder and wrist, and elaborates on how he was able to masturbate while in recovery: “Using my fingertips, ever so gently, like the way you would jerk off a baby if you had to.”

Facebook Twitter Pinterest Powering on ... Delaney in his new Channel 4 comedy.

Is he worried about his kids watching some of the wilder content one day? “Watching an hour of my standup could never even dent the tonnage of hours that I’ve spent with them doing other [parental] things,” he says. “They’ll still think of me as the guy who won’t let them drink a Coke at breakfast.”

Delaney thinks the “culture of offence” that supposedly censors comics these days is overstated – he says he loves functioning within certain restrictions anyway, and learning how to subvert them is fun. He spent a long time working on one bit about the time he met Bill Cosby because he wanted to get the tone right. Early in his career, Delaney and his wife had been invited backstage to meet the comic before his crimes had come to light. Cosby told Delaney’s wife that he could smell that she was breastfeeding then told Delaney to enjoy her breasts while he still could. As he describes it, the pair left thinking: ‘Ewww … I guess we just saw Bill Cosby do the first creepy thing he’s ever done.’ And rather than trust what they’d witnessed they questioned themselves. In the show, Delaney examines this behaviour, as someone who smelled smoke only to learn later that there was a big fire.

Delaney, who was born and raised in Massachusetts, didn’t plan to be a funny man – he studied performance at NYU’s Tisch School of the Arts and thought he might end up in musicals (he says he’d like to present the Tony awards one day). But seeing the likes of Amy Poehler and Tina Fey shortly before he graduated made him realise his true calling and so he began gigging. He struggled to gain traction for some time but then Twitter came along. Delaney was a master at the form, hurling 140-character-or-less nuggets online – “Which Mumford is the dad?”; “Donuts are gay bagels”; “Wifi at my uncle’s funeral is a fucking joke” – while other comedians fretted about their material being shared.

These days, Delaney says Twitter has no professional value at all – “all I use it for is trying to turn teenagers around the world into socialists” – but back then it gained him an audience and allowed him to connect with Sharon Horgan: she slid into his DMs and together they wrote the game-changing Catastrophe, about a couple who decide to give settling down a go after a brief fling results in an unexpected pregnancy. Delaney has talked before about how Catastrophe used to feel like an exaggerated version of his own life – there are plenty of rows and the characters, also called Rob and Sharon, don’t exactly hide their flaws. But now his real life experience has made what goes on in Catastrophe seem like a breeze. Is it strange looking back on it?

Facebook Twitter Pinterest Rob Delaney: Jackie. Photograph: Amazon Prime

He says not: “It still feels like an honest show. And hey, more people can relate to Catastrophe than my own life, having lost a child, and thank God for that. But I look back at that show and feel like I left it all on the field.” The final scene, where Rob and Sharon take a daring swim through dangerous waters, is one of the classic TV endings – strange, unnerving and deliciously unresolved. “We just really wanted to leave it up to the audience, as a show of respect to them. We were so grateful that anybody watched it at all, we wanted to give them something to mull over, to keep it working on their consciousness.”

It seems astonishing, really, that Delaney was putting all of this together while nursing a very sick child. Again, he credits the NHS for their care. If the family had been living in the US, he says, they would have had to spent the final months of Henry’s life on the phone to insurance companies (providing they had cover in the first place) trying to wrangle cover for each separate bit of care. Instead he got to spend that precious time with Henry, which Delaney talks about lovingly.

“He had Bell’s palsy on one side of the face because of nerve damage, so half of his beautiful face was slack which is just charming-looking. It makes an already chubby toddler cheek even chubbier. And then just these little imperfections where you knew you had to be careful, like surgical scars on his head or when his hair fell out from chemo. A human head is warm, and it was such a pleasure to just hold his head and kiss it and rest your face on it. You don’t want your kid’s hair to fall out through chemo – but if it does, aesthetically, a sweet little fuzzy head is quite lovely to hold and kiss. If you think about how fascinating your average, bog-standard one-year-old is, then imagine that with all his little curious physical traits,” he says with a warm smile.

Delaney drifts off when discussing Henry, his face transforming into a full-beam smile when he alights on particular memories. In some ways, talking about Henry is when he’s at his most comfortable. But then there will be times when he’ll snap out of his reverie, look a little lost, and I wonder just how much he really wants to talk about it. Delaney says he’s determined to be open because it might help other grieving families who don’t have a support network to lean on – but sharing jokes and sharing cheese is one thing, sharing grief is another, and the mental effort of compelling yourself to do so can take its toll. Even in Delaney’s own words he’s far from OK and knows in some ways he never will be. “I’m damaged by my son’s death,” he says. “I’m messed up. But I am trying to model good behaviour for my kids and as a side-effect it’s leaving me in a better position. Obviously that’s a testament to why families are wonderful.”

Delaney’s family does sound that way. Last night he says he sat down with his wife and they completed a jigsaw puzzle of an old farmhouse in a field next to a lake. “And I enjoyed myself so much,” he says. What he loves most of all, he says, is to be sat on by as many of his children as possible at any one time. “The most important thing I will ever do is raise these kids to the best of my ability and be the best husband I can,” he says. “That will leave a much greater mark on the world than any TV show I make.” You sense the cheese man on the canoe would approve.

Rob Delaney: Jackie is available now on Amazon Prime Video

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