He has a reputation for being difficult and dangerous, his films celebrated for their nihilistic brilliance. Yet despite saying he never smiles, the German director can't stop laughing at himself – and the comedy in his work

Perhaps it is because the German film-maker Werner Herzog has, over the years, during working hours, been shot at, hauled a steamboat over a mountain, threatened to kill his leading man, thrown himself on a cactus, informed the Greek military that he would kill anyone who got in the way of his filming, been caught in the middle of a South American border war, taken a film crew to the lip of a volcano, and once, on camera, ate his shoe, he has a reputation for, let's say, reckless eccentricity.

It is a reputation that has been compounded by events that have happened to him off sets – including being shot by an air rifle on camera mid-interview with the BBC – and the claims of some of those who have worked with him. Klaus Kinski, with whom Herzog made five films, wrote: "He creates the most senseless difficulties and dangers, risking other people's safety and even their lives." To be fair, Kinski was the actor whom Herzog once threatened to kill. And to be more fair, Kinski was not exactly known for mental stability himself.

He may be "the most important film-maker alive", according to François Truffaut, but he is just as well known for being the one most dangerous to the health of others.

Yet the reputation is difficult to marry with the warm, friendly and, quite frankly, hilarious gentleman in an anorak I find in the lobby of a hotel in Beverly Hills, looking a little bemused, possibly because he is standing next to – with pleasing unlikeliness – Joan Rivers. When I suggest we get away from all the celebrity hullaballoo, his face lights with gratitude: "Yes, please, thank you." Standing on a volcano might not scare Herzog, but standing next to Joan Rivers does.

There is no doubt that Herzog plays to his reputation of Teutonic gloom. Upstairs, when the Guardian photographer asks him to smile, he replies brusquely: "I never smile." Yet just minutes earlier he was chortling at the memory of his sole trip to the Oscars last year for his – incredibly – sole nomination, for Encounters at the End of the World. "It was embarrassing – I had no idea what to expect because I never watch the Oscars."

Of course you don't, Werner – the idea of you watching such shallow backslapping is as improbable as you going to an NDubz concert.

"No, not at all. It's just that 12 years ago I made a bet on who would win best actor, and it was only after I gave my money that I realised the person I bet on wasn't even nominated!" he laughs. "So every time I see the Oscars, I think of that money I threw on the table!"

We meet two days before the big shindig and, despite the bad memories, Herzog is eager to discuss who he thinks most deserves an Oscar. Even more surprisingly, that person is Colin Firth, an unexpected choice for someone more associated with actors known for hyper intensity – Kinski, Nicolas Cage, Christian Bale – than the quiet elegance of Firth. Nonetheless, Herzog insists, "That kind of performance happens once a decade." (Later that week, I see Firth at an after-Oscars party and pass on Herzog's compliment. Firth nearly drops his Oscar.)

But it is the reputation of Herzog's films that is perhaps the most misleading. The intimidating, even obfuscating aura of respect for his work among cinephiles magnifies its machismo and intelligence, but obscures its humour. It's a focus that mystifies Herzog, who takes great pride in his comedy (at one point, he lists his favourite funny sequences and can hardly speak from laughing) and is himself very funny, particularly about himself. To see Herzog chuckling about his fondness for Baywatch seems even more improbable than the famous scene in his 1982 film Fitzcarraldo when a ship is dragged up the mountain – which, infamously, Herzog insisted on doing for real due to his distaste for artifice.

He has immortalised his feelings for Baywatch in his latest documentary and first branch into 3D, Cave of Forgotten Dreams, about the Chauvet cave drawings. At one point Herzog examines a Paleolithic – and very curvaceous – statue. "There seems to have existed a visual convention extending all the way beyond Baywatch," he muses solemnly in the voiceover. My favourite moment of Herzogian comedy is in Encounters at the End of the World when, upon arriving at the camp in Antarctica, he finds to his horror "abominations such as an aerobic studio and yoga classes. For all these reasons, I wanted to get out into the field as soon as possible."

"And cash machines!" laughs Herzog, whose comic delivery is decidedly less dry in person. "That's why you need to go out of the camp right away!"

Nonetheless, the impression of Herzog's movies coming laden with gloom persists. The New York Times's Janet Maslin described Herzog as "the consummate master of doom". ("I think Janet Maslin is the consummate master of doom!" giggles Herzog undoomily.)

Yet his films are more aptly described as cheerfully nihilistic. Repeatedly, they suggest that although we are alone in a disinterested universe, glory is possible. They celebrate the grandeur of follies, those who dare to do what few would dare to dream, whether its dragging a boat over a mountain (Fitzcarraldo), flying in a balloon over the rainforest (The White Diamond) or diving into unexplored rock crevices (Cave of Forgotten Dreams.) That Herzog himself does all of those things to make his movies has often been taken as proof that he, like his characters, is an egomaniacal daredevil.

But the aim of his films, he says, is "the illumination of something that is beyond sheer facts", what the New Yorker described as "the ecstatic truth". Does he experience that illumination when he is making his films? "Yes, I sometimes feel like the little girl in a fairytale," says the 68-year-old. "She steps out into the night sky and golden stars fall into her apron. These moments, when you have that shudder of something falling into your lap and you don't know how it happened – that happens."

Werner Herzog Stipetic was born in Munich in 1942. Was he wild as a boy? For the first time Herzog looks tired: "Well, we didn't have fathers around – I was not alone in that."

He was 11 the first time he saw a movie, but it was hardly a moment of ecstatic illumination: "It was about Eskimos building an igloo. It was not convincing enough for me," he chuckles.

Despite the unconvincing Eskimos, Herzog worked hard to become a film-maker, doing all manner of jobs to raise funds, including, according to legend, gun-running in Mexico. He broke through with the 1968 film, Signs of Life, for which he won a Silver Bear at the Berlin Film Festival.

The New Yorker magazine claimed that Herzog's "brooding world view" was informed by the "disaster of nazism". The psychobabble causes Herzog much mirth: "Too obvious. The universe is not harmonious: you know that by looking outside. It has nothing to do with Nazis." But growing up in what he calls "the echo of nazism" has affected his work. He is currently mid-production on a documentary about death row: "Because I am German, I cannot be an advocate of capital punishment," he says. "A state should never be allowed to decide about life or death. It's a core principle that cannot be shaken within me."

This does not mean he sides with the criminals in the film: "I can respect them as people, but it is not a romanticised view of what's going on."

It is this ability to balance opposite ideas that gives his films such intellectual heft. The most obvious example is Grizzly Man, probably his most affecting movie. Herzog made the film out of videos left by Timothy Treadwell, a misguidedly sentimental man with anthropomorphic tendencies who lived among grizzly bears until 2003, when a bear killed both him and his girlfriend, Amie Huguenard. Herzog's clear-eyed pragmatism is at utter odds with Treadwell's "unbearable new age romanticism" and he makes that clear in his narration. But it is equally clear that he feels an affinity with Treadwell's obsessiveness and disinterest in the civilised human world. "Yes, absolutely. We probably would have been good friends. Strange friends, but good friends," he agrees.

When Treadwell and Huguenard were attacked, although the cap was on the lens they left the camera on so that the sounds were captured. Herzog listens to the recording in one unforgettable scene, his back to the camera so the audience can only see the reflection of his reaction in the face of Treadwell's friend who is watching him. Herzog winces at the memory: "Often in my films I am doing more than just making them."

Notably, the audience does not hear the attack. For all the talk of the brutality of Herzog's films, he has an absolute aversion to depicting violence. There is also a total absence of sex in any Herzog film: "Never ever sex in my films! It's better to experience it in person," he declares.

Regarding experiences in general, Herzog has had a few. In 2006, in the middle of a TV interview, he was shot at by a passerby in what Herzog dismisses as "an insignificant road-rage incident". Two days after that, he heard a car overturn outside his house and discovered that the driver was Joaquin Phoenix, whom he swiftly pulled from the car. He shrugs, surprisingly embarrassed for a man who is often accused of bravado: "Let us not make too big a fuss about it."

The normally private Phoenix was very eager to make a fuss about it, dazzled at having been saved by one of his heroes. "I remember this knocking on the passenger window," Phoenix told the LA Times. "There was this German voice saying, 'Just relax . . .' I said to myself, 'That's Werner Herzog!'"

Herzog is tickled that Phoenix, even in shock, recognised his voice: "My voice is becoming quite famous, I think."

An episode of The Simpsons is soon due to air in which Herzog's famous voice will make a cameo appearance. "I was very surprised when they approached me because I thought The Simpsons was a newspaper cartoon. So when they called, I said, 'Do a voice? I don't understand, it's a TV programme?' They thought I was joking," he continues, chuckling, "but I was not."

Herzog and his third wife, Lena, live in LA. Herzog concedes this is a surprising choice of residency for him, not least because he hates sunshine: "I am always trying to find the next shadow." But it doesn't matter where he lives because, "I live on my sets. I am a moving target."

Herzog is known for making films that are near impossible to make. But, as he explains in the documentary Burden of Dreams, abandoning a film because it presents difficulties would be akin to living "a life as a man without dreams". And just as the heroes of his films achieve their dreams, the audience also watches Herzog, with his moral seriousness, absolute determination and great good humour, achieve his. This is what makes his films the opposite of gloomy; they are pure triumphant pleasure.

"Every man," he says thoughtfully. "should pull a boat over a mountain once in his life." And then, once again, he laughs at himself.

Werner Herzog will be in conversation with Paul Holdengraber at Cadogan Hall on 23 March at 7pm. For tickets, go to www.intelligencesquared.com/events.

Cave of Forgotten Dreams is in cinemas from 25 March