He has a talent for it. The screams emerge full-throated into this tiny room, sounding half-deranged, half-hilarious; a barbaric, comic yawp of noise.
It's not anything I've done, by the way. If anything it seems he does this for fun. When he is in his studio, he tells me, and he's not working, or going through his old notebooks, or reading, or breaking up old paintings and putting a top hat on them (there's an example to my right), he will sit around screaming into his tape recorder. "That's what I really like to do," he tells me. "I'll write a list and scream the list out."
Sometimes those screams turn up in his work. There are some in a new video work he's describing. The work is called Experience Certain Death. "It's a mixture between a really morbid suicide attempt and Monty Python's Flying Circus," he says. "And what I do is announce, 'I will now jump off the Eiffel Tower -'" You can guess what comes next. He even manages to tail the scream off as if the screamer is getting further and further away, heading closer and closer to the Champs de Mars.
"I try to push that scream," he says once he's finished. "And then I'll say, 'I will now jump off Big Ben to my certain death -' and it's kind of said in that Monty Python way," he concludes. In his normal voice.
Sherry is 38, married to Laura who is a jeweller and shares the studio with him, he is the father of two boys, Peter and Ted, he still has his Northern Irish accent even though he's lived in Glasgow for getting on 15 years now and he may be the artist who makes me laugh more than any other. More even than that other, better-known Glaswegian-based artist called David (the Shrigley one).
His ideas have a kind of gleeful, wide-eyed zest to them. Take Electrical Appliance at GOMA the other year where he lay on the floor attached to a giant flex with an even more giant plug at the end. Then there was Painted Hair Performance in Basel in 2009 in which he lay on the floor with a semi-moon of orange paint around his hair. "Any opportunity to lie on the ground and do nothing as an artwork, I'll do that."
Sherry paints, he draws, he makes videos. One of the latter gives his new solo show in Stirling's Changing Room its name. Sense Makes No Sense sees him trying to push an imaginary object that is offering huge resistance. For seven minutes. It's not available to watch today but he does a good mime of the mime he does in the video just for me. It's funny. But there's a bit more than that to it, he says. "We're all trying to get to grips with these imaginary barriers. Maybe they're mental barriers."
Still, clearly humour is central to a lot of what he does. And as he shows me a painting he's done of American comedian Andy Kaufman he admits his debt to comedy. "A lot of it is that when I see comedians I think about art. Like Vic and Bob. When I started my degree I used to look at those props they made. All those things are artworks."
He thinks Glasgow's finest Limmy's sketches do the same. "They make you think. In one he's working in HMV and someone's buying batteries and he's making the sounds, 'Uurrgh. Eeh. Uurggh. Eeh'. And I kind of see those things as just artworks that are really funny and really true as well."
Like Vic and Bob there can be a lovely silliness to Sherry's work. Leaning against the wall there is a long, skin-coloured, possibly papier mache tube. "This is a prop for an extended neck." He picks it up and examines it. "Which looks like a willy." He says it as if it is the first time he's realised as much. "And I stood in a gallery space for half an hour with this extended neck and I'm sure people were going, 'What's Dave doing there with that willy on his head?' But I also think it worked because it was so odd."
What is he thinking of when he's standing there with a phallic-looking neck extension on his head? "I started to count breaths, I started to do meditative exercises. When you do that you drift off into your own thoughts. It can be a lot of fun. I think it inspires other work. You can hear people say things. Things you don't ever think about."
He doesn't feel any pressure to be funny but then humour has always been a part of art's history. Think Dada, he says. "I've never had anyone tell me to up the seriousness."
It's there anyway, to be honest. One of his recurring interests is what happens when you take the purpose out of an action and see what that leaves. He's been trying to do that since he was studying at the University of Ulster in Belfast. "It will give you a totally different perspective. 'Why was I so caught up in that?'"
In doing so we get to one of the keys of Sherry's work. An inquisition of the idea of ordinary. In among the humour he's asking us a big question. What is normal? What is normal when life itself is a rushed process of constant change?
"I've got kids and you realise how fast time's going. Time is flying by. It's a delusion that you think things are static. Things are changing rapidly. It's a human delusion that ordinary routines are static. Life's changing all the time and that's frightening. Then you look at a photograph taken six months ago and Peter is not that person any more."
What are we doing here? Laughing in the dark maybe. What's the alternative? Screaming, I suppose.
Sense Makes No Sense opens at the Changing Room in the Tolbooth, Stirling, tomorrow and continues until April 12.