Derren Brown, the illusionist, was a habitual shoplifter in his youth, until he was caught leaving Harrods with a stolen Luther Vandross cassette in his pocket. The embarrassing incident, he reveals to Lauren Laverne on BBC Radio 4’s Desert Island Discs on Sunday morning, was enough to put him off crime.

“It is so awful,” he tells Laverne. “I remember looking around my bedroom as a teenager and every single thing in my room had been stolen.” The urge was largely “pragmatic” for Brown, 48: “I loved the gadgets but they were too expensive to buy. I think there was the sneaky challenge too. The joy of the misdirection and the fun of pilfering and not being seen. Terrible. I am not remotely condoning it.”

He set off the Harrods door alarm and two store detectives approached. “I did this whole display of, ‘Oh! How did that get there?’ So I thought, ‘Right. No more.’ I haven’t stolen since.”

Brown’s love of contemplative and melancholy classical music, as well as Rufus Wainwright songs, is evident in his choice of eight tracks. He defends his controversial television shows, which have involved a game of Russian roulette and fooling participants into believing an apocalypse has left them the only surviving human being. Brown tells Laverne that a careful and rigorous process of vetting those who take part is crucial.

“The experience is also carefully orchestrated so that they are always on the right side of feeling safe. And the immediate aftercare is really important. This isn’t just me doing it either, we also have independent people there who are doing it,” he says

Brown claims he deliberately chooses illusions that are less dark these days and adds that his recent stage shows have helped some audience members by altering the powerful stories they tell themselves about their own lives.