For 15 years, Theroux has agonised about letting Savile off the hook when they first met. Now, he’s created a new documentary to make sense of his guilt – and meet the victims of the man he once called a friend

Asking celebrities to make a film about their own work is usually a recipe for self-congratulation. Louis Theroux, though, has created a remarkably self-denigrating new documentary, examining the extent to which he should feel responsible for Jimmy Savile escaping exposure as a paedophile.

Louis Theroux: Savile (Sunday, 9pm, BBC2) is a sequel to When Louis Met ... Jimmy, the award-winning film from the year 2000. Many praised Theroux at the time – and even more after the truth about Savile emerged in 2012 – for having the courage to ask him about rumours of child abuse, which he denied, though in a curiously convoluted fashion. Certainly, Savile emerged as creepy and chilly, especially in a late-night sequence when, unaware the camera was still running, he boasted of the brutal punishments he imposed on miscreants at nightclubs he ran in Leeds.

Now, Theroux seems to feel that he let himself down and let his subject off the hook in that first documentary. Certainly, admirers of the original may be shocked to learn that, after transmission, Theroux began what he calls “something like a friendship” with Savile.

Facebook Twitter Pinterest Creepy and chilly … how Savile came across in Theroux’s original documentary. Photograph: Gary Calton/The Observer

Understandably now agonised by this, Theroux also seems keen to disown the 2000 show that remains his best-known work. Trudging up the driveways of victims and former employees of Savile, underscored by the sort of soundtrack that plays before an execution in a movie, he asks each of them what they thought of When Louis Met ... Jimmy, and sits with a penitent grimace as they tell him.

“I thought: poor Louis – he’s really been hoodwinked,” says a woman abused by Savile as a schoolgirl, while Savile’s secretary for three decades declares that the documentary-makers were fooled by a “good liar.” After talking to a woman who was abused by Savile while a patient at Stoke Mandeville hospital, Theroux checks: “You feel that I was gullible and silly?” Yes, she does.

Less hard on Theroux is Sylvia, who spent much of her life working on Savile’s Stoke Mandeville charity appeals, although her equivocation is also self-protection. She still can’t quite believe her ex-employer was the monster he now seems to have been and keeps a shed of memorabilia, filled with photos and even a model of his face in Lego bricks. The place has the feel of a perverse shrine, and Sylvia admits that she sometimes speaks to the pictures, as believers might do to the icon of a saint, asking Savile why he doesn’t “do something” about the posthumous destruction of his reputation.

This is Theroux at his best, examining without cruelty the peculiarities of human psychology. More uncomfortable is an encounter in a cafe with Angela Levin, a newspaper reporter who once told Louis’s mum long ago of rumours that Savile was a sex criminal. As Theroux probes her about a possible counter-history in which she had gone to the police at the time, he is presumably cross-examining himself as well. But he goes too close to indicting her, to which Levin objects: “Are you trying to blame this on me?”

Facebook Twitter Pinterest Fooled by a ‘good liar’ … Theroux berates himself for not probing Savile further. Photograph: Richard Ansett/BBC

It’s true that Theroux berates himself for not having done more when two victims of Savile contacted him after the documentary went out. Curiously, though, the film omits something he did do. The Dame Janet Smith Report into Savile’s relationship with the BBC included Theroux’s testimony that, in 2001, he passed to the executive producer of his programme the information that one of the women who got in touch had been abused by Savile as a 15-year-old, but no further action was taken at the BBC. This means that, in the film, Theroux is being harder on himself than he needs to be and – perhaps more significantly – softer on his employers.

I admit to being more sensitive than average viewers on this issue. (As the Dame Janet Smith Report records, I witnessed a sexual assault by Savile on an adult female colleague in 2006, reported it to BBC management but, as with Theroux’s evidence, no action was taken.)

More objective observers, though, may find it strange that to date the BBC employees who have most publicly taken a fall over the Savile affair are Tony Blackburn (sacked by the Corporation over a disagreement about the meaning of a memo written in 1972), and now Theroux. If the BBC hoped the new documentary would bring to an end the history with their most notorious former employee, it only succeeds in raising further questions about the Corporation’s coverage of the story that so haunts it.

Louis Theroux: Savile is a bleak, strange, compelling film. But with regard to societal and corporate guilt, it feels like a cabin-boy taking the blame for a ship sinking.

• Louis Theroux: Savile is on BBC2 at 9pm on Sunday.