It is easy to assume one knows everything there is to know, professionally speaking, about Michael Ball, the cherub-cheeked entertainer and occasional BBC broadcaster who is now (hard to imagine) 42 years old. Once upon a time, Ball was the dimpled darling of the West End musical, appearing in Les Misérables and The Phantom of the Opera, as well as in the subsequent Lloyd Webber behemoth, Aspects of Love, in London and New York. That show confirmed Ball's gift for hitting a high B flat not once but twice in the anthemic Love Changes Everything.

But there is another, more adventurous Michael Ball: the performer who starred, in 1996, in West End premiere of Stephen Sondheim's difficult and relatively audience-unfriendly Passion. His co-star, Maria Friedman, won an Olivier award, but Ball had the honour of a new song written by Sondheim especially for him. This other Michael Ball is very much the performer who surfaced three years ago at the Donmar Warehouse with an electrifying solo show, Alone Together: a light entertainer gone uncharacteristically and thrillingly dark.

This month , Ball is reprising Alone Together for the first time since, and says he is “probably more nervous than I was the first time around”. The fact is, nobody knew what to expect when Ball took the Donmar stage. He offered up a scorching two-act show, featuring just himself and a pianist, that dispensed with the habitually lush orchestrations applied to the music of Lloyd Webber and co. Instead, here was Ball doing David Bowie, Joni Mitchell and, of all people, Radiohead, as part of a sequence of songs that told his own intense story. Those wanting Love Changes Everything got it only briefly, and even then as part of a joke, incorporated into what Ball cheerfully describes as “the medley from hell”. “I've never been so naked and never worked so hard,” he says.

He conceived Alone Together with three things in mind. First, it would be a “no-frills” affair, in contrast with the international tours he does to audiences of thousands. Second, he would sing nothing he had done before. Third, there would be none of the “and then I did” style of narration that often accompanies such shows. “We wanted to give it ambiguity, so there was some autobiography, some biography and some fiction. Or it could be viewed purely as an evening of songs taken from every genre, so that it didn't seem odd doing a 10-minute medley with 30-odd songs, then going straight into Radiohead's Nice Dream.” The point, he says, was “ not to do a watered-down version of what I do anyway”, usually before throngs of adoring (female) admirers, who were warned not to rush the tiny Donmar stage. (“They're a self-policing lot,” he says gratefully.) “I wanted to use this opportunity to really challenge myself and an audience: to make something different.”

Ah, the fans: the devotees who make up the 4,252 official members of the Michael Ball fan club (4,167 women and 85 men), from 23 countries. As the ones who have shepherded a fanzine called On the Ball through 37 issues (three a year) and counting, how did they take to their blue-eyed icon's change of pace? “There was one woman who tried to touch my leg” – that's the intimacy of the Donmar for you – “and there were, at certain moments, audible gasps. They didn't know who I was being. Was I being me? Was I telling a story?” Not to mention the fact that Ball, in his opener, employs the f-word.

“It's really easy to be disparaging about fans, particularly when people draw an analogy between mine and Cliff Richard's,” he says, laughing. “Would that I had so many.” In fact, he adds: ”It does make me feel sort of special, and they don't inhibit what I do. There's never going to come a point where I turn my back on what I do. I may go off and do the Alone Togethers or Passions, but I love doing the big concerts.”

His13th album, Love Changes Everything: The Essential Michael Ball, comes out later this autumn.

“I'm in a business – I go where the work is. That's what all of us want to do: we want to work,” says Ball, who adds that “it was going from the sublime to the ridiculous” to segue from Alone Together to a year-plus run at the Palladium, hoisted aloft in a flying car in Chitty Chitty Bang Bang: ”It was an opportunity not to be missed.” He pauses. “It's getting the opportunity to be grown up, isn't it? People say, ‘Why haven't you worked at the National?' Well, I've never been asked.”

And, as he smiles his likeable, boyish grin, one feels that the adult Michael Ball still has a surprise or two left in him.