The 71-year-old shares his views about the afterlife and heads to various locations around the world to examine traditions and beliefs in his ITV programmes, which have the working title Billy Connolly's Big Send Off.
The Scottish comedian and actor underwent surgery for prostate cancer last year and also revealed he was suffering from the early signs of Parkinson's, but vowed to continue working.
In the series he "sets out to gain an insight into the rich variety of attitudes, belief systems, rituals and customs relating to death that are woven into different cultures", according to ITV.
And for the forthcoming films he is said to candidly share his thoughts on his own death and how he would like to be remembered.
Connolly visits a pet cemetery, a drive-through funeral parlour and his favourite graveyard in Glasgow, and discusses the funerals of friends he has attended including The Who's Keith Moon.
He also duets with Eric Idle on a version of the Monty Python song Always Look On the Bright Side of Life, and the pair joke about plans for quirky graves and discuss dark humour.
Richard Klein, ITV's director of factual programmes, said: "Death comes to us all, that much we know. And yet still it can come as a shock to realise that.
"In this series Billy, sometimes playfully, sometimes profoundly, but always humorously, explores the world of traditions, funerals and headstones that we will all have to deal with at some point in our lives."
Connolly recently revealed he was diagnosed as having Parkinson's disease by a doctor who spotted him walking with a strange gait through a hotel lobby in Los Angeles.
Orthopaedic surgeon Gary Fettke, from Tasmania, said: "I told him - I'm a surgeon, it may be nothing, but you've got a shuffle, just go to the GP and get it checked out."
Last September the comedian revealed he had undergone surgery in the US to deal with the very early stages of prostate cancer.