I used to think all comedians were frustrated rock stars. I was wrong. All comedians are frustrated actors. I've often suspected this, but in the last few years I've realised it is true. This week, for instance, Phil Jupitus, the wise-cracking team captain of Never Mind The Buzzcocks, hits the West End as the star of a new play, Lifecoach. Nothing surprising about that, maybe, but in an interview in The Daily Telegraph the genial joker admitted that his ultimate ambition was to play the role of Edna in Hairspray.

Jupitus is not alone. Over the last few years whenever I interview comedians I ask them what else they've been up to and the honest ones tend to confess to theatrical yearnings. Bill Bailey – who had already laid his thesbian cards on the table by doing some Pinter sketches in the West End – told me that he had been offered a part in the hit farce Boeing Boeing, but had to turn it down because of touring commitments.

Rob Brydon also confessed that he had been in talks with theatrical types. In fact Brydon was the epitome of discretion and would not name names, but revealed to me that plays are constantly approaching comedians to appear in their work and that a number had taken jobs that Brydon had turned down. It's a deal that works two ways. The comedians get to add another string to their CVs, the box office gets a boost when the stand-up's fans come along.

Obviously there is nothing new about this phenomenon. Lee Evans has received glowing notices in everything from Beckett's Endgame to The Producers. But I'm such a rigid stand-up purist that it still comes as a surprise to me to hear that a successful gagsmith ever wants to do anything else. What can be more fulfilling than making a room of strangers laugh?

Yet I remember a few years ago there was a dreadful film about the world of crown green bowling called Blackball, starring Paul Kaye, which featured an Australian bowler. I was at the Edinburgh Festival when it came out and every time I bumped into an Oz comedian and mentioned the film they replied, to my horror: "Oh yeah, I auditioned for that part."

I'm not saying there is anything morally wrong with this phenomenon. We all have to earn a living. And of course some comedians make great actors, which is not surprising as they have often studied drama – in the eighties stand-up gigging was a way to get an Equity card. I just get sad when we lose great stand-ups even temporarily to the stage and screen. Eddie Izzard is obviously the prime example of this. Then again, maybe I'd rather lose them to the stage than to irritating, formulaic panel games.