The comedian performed three two-hour sets at Octagon Theatre, with tickets selling out “within minutes” after being made available to the theatre's members, patrons and mailing list subscribers.
His appearance at the venue, which seats 390 people, marked his first time on stage in his hometown for 20 years.
The former Phoenix Nights star, who is currently on his 121-date arena tour, told the home crowd when he hit the stage: “It’s nice playing here because I’ve been playing arenas. I prefer this because it’s nice and intimate.”
Remembering his time working at the venue’s box office, Kay reminisced about the pranks he pulled from impersonating a council employee, informing a rude customer their water was going to be cut off, and telling a Coronation Street star they couldn’t come in because of their white jeans.
Aside from personalising his set to suit his hometown audience, the funnyman also treated them to some material from his sold-out arena tour.
Roddy Gauld, Octagon chief executive, praised the comic for his “generosity” and said his shows would make “a massive difference” to the theatre during these financially precarious times.
He told the BBC: “Costs have risen, as they have for every business and every household. And as people have less money to spend, that trip to the theatre might be something that they decide to cut down on at the moment.”
The comedian is not the only star to have been employed at one time by the local theatre. Danny Boyle, director of Trainspotting, Slumdog Millionaire and The Beach, kicked off his career there as an usher.