This was obvious from his phenomenally successful break-out play The Weir, and it's more than evident in The Seafarer, his 2006 smash hit, which opens in a new production at Perth Theatre tonight after taking London and Broadway by storm. While the original production at the National Theatre in London also saw McPherson direct his own work, this time out he's content to let Perth director Rachel O'Riordan take the reins.
McPherson isn't saying whether he's given her any clues on how to proceed, but there's certainly no mystery to how he came to write it.
"It came like a lot of plays," he says. "The better ones come from an image, and for The Seafarer I just saw this room in this place. I'd always been interested in this place called the hellfire club, which was a place where people would play cards. There was a folk tale, about how there would be a knock on the door, and this stranger would be standing there who turns out to be the Devil. So what I wanted to do was a kind of contemporary version of this."
The Seafarer is set on Christmas Eve in the house of a man who has gone blind, and whose brother comes home to look after him. The inevitable dark stranger also comes calling, prompting a card game in which one man's soul becomes the highest stake of all.
Long-term McPherson-watchers will recognise similar scenarios in many of his other plays, from the late-night shaggy dog stories told in The Weir, to the theatre critic who thinks he sees the Devil at Christmas in Saint Nicholas. Both plays were first seen in 1997, and it's interesting that McPherson still hasn't shaken off such dramatic demons.
"I think it's instinctive for me to take something that exists in reality, but which then goes somewhere mysterious," he says. "I like to get my characters to go to the very edge of that place, and then to get deeper into the characters, and only then go into a scary moment. The more real you do it, the more powerful the supernatural moments become."
Despite the dark pictures McPherson paints, there is always at least a hint of light beyond it.
"I suppose I'm trying to do something that's ultimately optimistic," he says. "Christmas Eve is a dark time, but it's also a time that's hopeful. There's this strange juxtaposition between these two things.
"It's like, when you're really on the floor, but there's still this glimmer of hope."
The appeal of spooky stories is perennial, and it's no coincidence that the stage version of The Woman in Black is one of the longest-running plays in the world.
"It's never going to go away," McPherson observes. "Look at the amount of people signed up to religion, who believe in something other than what's real. That's certainly not going to go away. But I read something that said that people who believe in supernatural things tend to flourish, so maybe that's what it is. Maybe it's a survival tool."
McPherson recently penned a stage version of Daphne du Maurier's The Birds, famously filmed by Alfred Hitchcock. This story too, in which an entire town is attacked by winged assassins, continues McPherson's fascination with the unexplained.
He considers the Birds more apocalyptic. "I see it as a story of the end of the world," he says. "I always like zombie films and films about the end of the world, and if you look at Samuel Beckett, all his plays are about the end of the world."
"It's pertinent that McPherson mentions Beckett in this context. The figure of a blind man and a crippled co-dependent is a particular totem of the latter's work, as indeed it is of much Irish drama that went before him. This is a factor of The Seafarer which McPherson clearly recognises.
"There's a lot of Endgame in The Seafarer," he says, referring to Beckett's great existential drama, which he directed on film in 2000, "but there's also a lot of Synge's The Well of the Saints. Both have these characters who had the chance to get their sight back, but chose not to."
With this in mind, if McPherson ever has plans to adapt another Hollywood creepie, he could do a lot worse than look to Roger Corman's 1963 science-fiction cult classic, The Man With X-Ray Eyes, which is near Oedipal in its lead character's self-destruction after witnessing things he'd rather not.
As it is, McPherson is working on a set of adaptations for the BBC of books by novelist John Banville set in 1950s Dublin. There's also a new stage play just completed, which, according to McPherson, "is not supernatural at all. It's very naturalistic, and is more like [his 2004 Royal Court hit] Shining City or [his 2003 play] Dublin Carol, which are both character driven plays."
Ask what the new play is about, however, and McPherson is reluctant to say. He doesn't want to give anything away, he says, in a polite but telling burst of writerly superstition, or that might spoil things.
Neither does McPherson claim to understand the seeming vagaries of what made The Seafarer so appealing to both audiences and critics.
"It's very difficult to say," he admits. "It's quite a funny play. I suppose the underlying darkness allows actors to get stuck into it, but ultimately it's hard to know what connects and what doesn't. If I knew that, I'd just keep on banging them out, but you just have to hope that a little bit of magic rubs off."
Given both The Seafarer's themes and McPherson's ongoing popular success, is there any chance that he too might just have sold his soul to the devil?
"I hope not," McPherson says flatly, without confirming either way.
The Seafarer, Perth Theatre, February 8-23 www.horsecross.co.uk