"From as young as I can remember, I said 'I don't want to be like everybody else,' "Nick Cave tells me. "Not better or worse, but just not the same." The dark lord of keening, melancholy, apocalyptic rock has certainly won that battle. Sitting in a swanky London hotel in his trademark black suit and dress shirt, he runs one of those impossibly long, piano-ready fingers down the menu. "We know that Australians do fish and chips a lot better; they don't," he says. "It's when they start watering down the vinegar ..."

Nick Cave was born in Warracknabeal and grew up in Wangaratta, moving to London with his band the Birthday Party in 1980. For someone who remembers Nick Cave in the Boys Next Door - the band he formed at Caulfield Grammar with Mick Harvey, who split from Cave's current band the Bad Seeds only in 2009 - it is hard to accept that mad, bad Nick is, at 56, elder-statesman material now.

We are here to discuss 20,000 Days on Earth, a film directed by artists Jane Pollard and Iain Forsyth (in cinemas on August 21). This is a film about Nick Cave, although it is not a biopic; the raw material of his well-documented life is dealt with in an opening 50-second montage of flashing images, after which it is all about thinking, writing, playing and remembering. For anyone interested in creativity - not just Nick Cave fans - it is revealing, but it makes no attempt to clear away the fog of legend that wafts around him. On the contrary: the myth is still central to the story.

The film screened first in February at the annual film festival in Berlin, where Cave lived for a couple of years in the '80s. Both the city and its adopted son were much darker and dirtier then than they are now; Cave - as the film shows in archival photos - was holed up on a mezzanine sleeping platform that served as a bedsit but was so close to the ceiling he couldn't stand up in it. It was there that he wrote his Southern Gothic novel And the Ass Saw the Angel, in between doing increasingly tumultuous gigs with the Birthday Party and taking prodigious quantities of drugs. "I'm not too clear on anything that happened in the '80s," he said dryly at the Q&A that followed the screening.

Cave has always thrived on mythologies, his own and those shared by whole cultures: Old Testament fire-breathing prophets, Western renegades, murderers and temptresses stalk his songs, each with a story to tell. In the film he talks about having created a world that swirls with violence and high emotions under the stern gaze of a vigilant God.

"When I say world, I mean I've been interested in developing my own set of metaphors; that these things within my songs mean these things," he says. "There are some people who have the facility to write about ordinary things in an ordinary way and they can be hugely affecting songs because of that. Mine are bizarre distortions of the ordinary."

Fame, which is at least one ostensible subject of 20,000 Days on Earth, also interests him, being another distortion of the ordinary. "Putting people into that machine and seeing what comes out the other end is what makes celebrities so interesting. How they actually cope. Fame creates monsters. And monsters are fascinating."

Has he ever felt like a monster? "Sometimes, yes. A little one. Little fame, little monster." Perhaps not so little; elsewhere, he has reflected that "rock music is the one job in the world that you can roll up to stoned out of your mind and you're actually applauded for it. You can be a vile person and people just love you more."

20,000 Days on Earth is nothing like a fly-on-the-wall documentary. Cave is shown in a succession of situations that could be real but are not: at home in bed, at his typewriter, in a reconstruction of the archive that, in real life, is part of the Performing Arts Collection at the Arts Centre Melbourne. All are built sets. Cave's thoughts on memory or why he lives in Brighton, as commissioned by the directors or culled from his notebooks, are sometimes heard in voiceover, but he also has unscripted conversations with real people who have figured in his life.

Bad Seeds violinist and chief collaborator Warren Ellis cooks him lunch in the artificial kitchen; the real archivists have flown in from Melbourne with new pictures sent by Cave's mother; in scenes where Cave appears to be driving a car, he talks to famous passengers who appear like ghosts beside him or in the back seat.

Each encounter was shot in a single take. "Nick is not an actor," says Pollard. "We didn't want to do anything where there was a demand on him to play a part."

Some scenes, particularly in the car, generate a genuine tension, especially when former Bad Seeds guitarist Blixa Bargeld appears. "I hadn't met Blixa beforehand; I hadn't seen him for years," Cave recalls. "They made quite sure we didn't spend any real time together before we filmed anything, we didn't have time to 'catch up' after he left the band with an email however many years ago. It was a short, blunt, brutish email!" He gives a brief bark of laughter.

The most astonishing thing that emerges from the film, however, is Cave's work ethic - despite more than 20 years addicted to heroin. "You come away feeling not that you want to be like Nick Cave, but that you want to work like Nick Cave," says Pollard.

As someone whose stage moves still include a Nureyev-style scissor jump, Cave clearly isn't buckling to any of middle age's niggles. Even so, he does feel his writing changing with age. "I tend to write much more about the ordinary, the small things that happen within my life," he says. "They are extremely personal, the songs I write these days. Maybe, as we get older, our worlds shrink and shrink and we have fewer friends and fewer new experiences."

Memories still loom large, however; Cave has often said that he fears losing his memory more than anything, since we are all the sum of our respective pasts. "All the songs have their Australian-ness about them for me," he says, "because much of what the songs are actually based upon are childhood memories, in particular the countryside and the rivers and the love of nature and a particular kind of country. That's all dumped on the top of songs I've written in England or America and on the novels I've written."

Does distance affect those images? "Only in the way memory does," he says. "It enhances certain things and other things you forget about. In my mind I have this memory of my childhood that I have created, that it was this glorious experience that I regret deeply I can never give my children now. Of course it probably wasn't like that at all."

Remembering is not the same thing as nostalgia, however. Memory is tougher. Perhaps the effective centrepiece of 20,000 Days on Earth is a series of excerpts from two days of filmed interviews he did with psychoanalyst Darian Leader, in which he talks about the impact of his father's death when he was 19 and his earliest memory of the female body: "He [Leader] was just able to kind of add a kind of psychological logic to your life, which seems to be just this kind of mash of stuff."

Two days of questioning sounds gruelling, but Cave says it was easier than doing press interviews. "Because one's exciting and the other is boring," - he chortles - "with all due respect! He is asking questions that are genuinely ... that a journalist doesn't have the right to ask."

Is there really no nostalgia in what he does? Cave brightens when conversation turns to the TV sitcoms that ran in the tea-time slots of our childhoods. "I rather loved the TV back then," he says. "I Dream of Jeannie, F-Troop, Bewitched, all that stuff. I remember them with great fondness ... Barbara Eden, Elizabeth Montgomery from Bewitched and Carolyn Jones from The Addams Family. I was obsessed with these women, seriously, as a young boy." He really is mythologising everything, I say, if he remembers F-Troop as great. "Come on!" he says, actually chuckling. "F-Troop was phenomenal!"

There is an artificiality to a life in the limelight that Cave believes is well represented by the built sets and constructed encounters of 20,000 Days on Earth. "Because in a way, people who are celebrities live their lives in sets, strange false situations," he says. "And you just get changed by that. You find yourself in a world that is not a normal world. Even within your own home. My kids say, 'You're not like other dads.' Not that I'm complaining about that."

Even so, to be as famous as Kylie Minogue - who confesses in the back of his car in 20,000 Days on Earth that she quickly read his biography before she came to sing with him so she would be up to speed - would be something else. Minogue has had five different waxworks, she tells him, at Madame Tussauds. "That's a different thing," he says heavily. "God knows what it's like to be really famous. God knows."