Not content with a lead role as a witness in the Leveson Inquiry into press standards, he plays a reporter in his new film, Philomena. Could it be he does not really mind our company?
With Philomena premiering at the London Film Festival there is a chance to find out. By the time we meet, the man behind Alan Partridge has worked his way through a slew of quick-fire television spots, the journalistic equivalent of speed dating in which the questions tend to be, in his words, "a bit stupid".
Earlier, there was a press conference at which his co-star, Dame Judi Dench, praised him as being "in the Billy Connolly league" for the way he could cross seamlessly between comedy and serious acting. Praise indeed, but he still looked uncomfortable, as if tabloid reporters were going to abseil through the windows, SAS-style, any minute.
True to form, a surprise awaits at our sitdown. Thoughtful, warm, rather shy, Coogan is nothing like the big bad scourge of the Fourth Estate as seen sometimes on television, even if the blue touch paper is duly lit when we come to Leveson. A complex chap is Mr Coogan.
If you did not know that from his Perrier and Bafta-winning comedy success, which ranges from Spitting Image to The Trip, or his acting career, where roles have spanned playing Tony Wilson in 24 Hour Party People and a divorced father in New York drama What Maisie Knew, you can tell it from Philomena.
Based on the book by former BBC foreign reporter Martin Sixsmith and inspired by the true story of Philomena Lee, whose son was taken away from her by the Catholic Church in Ireland, the Stephen Frears-directed drama is cinema for grown-ups in The King's Speech mould.
It is a film close to Coogan's head and heart. The 48-year-old not only stars as Sixsmith, he co-wrote the screenplay and is one of the producers. He was also brought up in the faith. He did wonder at first, like Sixsmith in the film, if this kind of human interest story was his thing, but he addressed that in the material.
"On the one hand you think it's a mother looking for her son, this could be mawkish and sentimental, so let's have our character say that. Somehow if you say something out loud and in the script it takes the curse off it."
He interviewed Lee and Sixsmith at length. The next test was to take the script to Dench in the hope she would play Philomena. The Ferrari fan and the Bond star turned out to share a love of sporty cars.
"She drove me to a pub lunch in her convertible BMW Z4," says Coogan, sounding every inch like Alan Partridge. "I felt like James Bond. It is the closest I will get to being James Bond."
He was nervous about acting opposite an Oscar winner, but she made it easy for him. "I was so wrapped up in reacting to her as Philomena I kind of forgot she was Judi Dench, which I suppose is the best compliment you can give her."
Coogan, who has a teenage daughter, was born in 1965 into a big, busy family in Manchester. There were seven children, and his mum and dad, a computer engineer, fostered more.
The notion of social justice was deeply tied in with his parents' faith. If you were blessed, it was your duty to help others who were less fortunate. As he grew older he kept the left-leaning politics but lost the faith.
"I feel I can have a sense of ethics and morality and a sense of humanity that does not need religion," he says. "Art sheds more light on the human condition than religion. There is more wisdom in Shakespeare than there is in the Bible, however interesting and enlightening the Bible may be. There is no answer to the human condition, just a series of questions we ask and, I find art, creativity, nourishes humanity more than religion does." Alan Partridge is most definitely not in the room now.
Although a comedian since childhood, the news about Coogan is his flourishing career as a dramatic actor. Most of his work in what he calls this "hybrid area" where any comedy is incidental has been with the director Michael Winterbottom. Their most recent collaboration was The Look Of Love, a biopic of porn entrepreneur Paul Raymond. Serious drama takes some of the burden off, he says, but replaces it with a different kind of pressure.
"Comedy is a security blanket for a lot of performers. 'Well I know where I am, if I have got the laugh I am protected.' When you go somewhere where you have not got the laugh you are very vulnerable. But once you get past that it is quite liberating and you think there is a whole world out there."
Alan Partridge: Alpha Papa reunited Coogan with Scots writer-director Armando Iannucci. They first met more than 20 years ago when Iannucci hired him for the Radio 4 show On The Hour.
It was Iannucci, he says, who showed him there was more to comedy than broad strokes. "I had done a lot of traditional comedy and characters, Paul and Pauline Calf, these old-fashioned characters, which I enjoyed doing, but Armando taught me to think in a more adventurous way."
It is not as an actor or writer that Coogan has made most headlines recently, however. As a supporter of Hacked Off, the entertainer once the subject of kiss and tell stories himself - lapdancers were involved, m'lud - has become as prominent an exponent of tougher press regulation as Hugh Grant. He has no time for what he calls "tittle tattle", and although his target in the main has been tabloid papers, he has chided broadsheets for reproducing tabloid tales.
I ask if it is something of a relief to leave Leveson and get back to the business of show. "I'm a writer and an actor and a by-product of what I do is that I am famous. I don't go in Hello magazine to get a free kitchen. I do what I do and (press) is just a by-product of what I do. I am pleased to be able to remind those people that I do actually work for a living. I may be very well remunerated and I am aware of that and very thankful for that, and don't forget that. But nevertheless, I do have a job."
That job, after publicising Philomena, involves putting the final touches to the new series of The Trip, the programme in which he and Rob Brydon drive around, taking in restaurants and gassing. This time, they have left Britain behind for Italy. That must have been hell I suggest.
"It was," he says with a laugh. "I thought, 'Mmmm, BBC licence payers are paying for us to do this." Then he rallies smartly. "They can complain if it's not funny or interesting."
Coogan knows how to mind his own business.
Philomena opens in cinemas tomorrow