The 53-year-old arrives in Glasgow on Saturday to headline the O2 Academy, part of a lengthy world tour to support last year's Story Of Light album.
While Steve is relishing hitting the road again, it wasn't always that way.
"I've realised that touring is a part of your life, and if you want to have a good time and good memories, it's all about the mind," he says.
"A lot of times you're just looking to get to the next place, and then after you get there you're immediately looking to get to the place after that.
"That's how my mind used to work, but over the past five years it's changed, and I've really learned more about how to be content with whatever's happening at the present moment."
Reviews for his current tour have been impressive, and his work on Story Of Light, his first rock album in five years, received mostly positive comments too.
Perhaps that's been helped by the fact that Steve seems to be focusing on the upbeat things in life.
"If you want to feel better about yourself then identify certain patterns that aren't resonating goodness and remove them," he explains.
"That can be hard, as you have to look at the ego, you have to admit to yourself things are messed up.
"I had a tremendous ego, and I still do in a sense. The ego is basically your mind thinking selfishly and I've seen that in myself in the past."
What the guitarist hasn't lost is his sense of adventure.
From his early days working alongside Frank Zappa, Steve has carved out a varied career that's mixed together his solo material, a stint in Whitesnake and playing alongside everyone from Alice Cooper to David Lee Roth.
The Story Of Light continues a trend he started on 2005's Real Illusions: Reflections, of being a concept album with a twist.
"I just see it as my music, but the kind of person that's interested in uncovering stones and looking behind curtains, they can read the linear notes and see there's a story there," he says.
"The songs are not in chronological order, so my goal is to create a third record of songs to this story, and then bring all three records together and create a four-CD set or whatever the format is, with the songs all in the right order, and added narration bits gluing it all together."
The art of the concept album might be enjoying a comeback, with Biffy Clyro inspired by the format for this year's Opposites record, but it remains a style often mocked for being overblown or pretentious.
Steve doesn't care about such things though, and purely focuses on what challenges him creatively.
"The most important thing for an artist is to find what's the most exciting and interesting to them, and use their insight to create that, and that's true of anything, whether making a car, cooking some weird stuff or music."
HE adds: "I try to find what resonates most with me and sometimes that's dense, complex stuff - if you take the first song there's a tremendous amount of distortion and guitars and strings, with this esoteric melody.
"That's what I was seeing in my head, so I had to make it, regardless of what people might think.
"I'm not a pop star, I don't have to cater to large groups, so when I make dense music it scratches an itch that a lot of people can't reach."
He's not just a rock hero, though. In recent years the New Yorker has been involved in composing his own symphonies.
Typically, he's taken that in his stride, and composed a piece entitled Expanding The Universe for the North Netherlands Symphony Orchestra.
"The conventional thing would be to get up there and do some wild guitar, but I've done that again and again," says the six string wizard.
"I always want to challenge myself, and this is where being a creative person is so rewarding as you're thinking what can you do that's never been done, and you just start creating an atmosphere for yourself."
Eventually inspiration did strike Steve.
"You set yourself up mentally and think you can do anything - you think what's unique yet relatively simple and that the orchestra can read," he says.
"Then it comes to you, and in a flash I envisioned myself with the guitar, holding one note for 17 minutes.
"This note can hold out and the orchestra can revolve around it, and that note can take on so many different dimensions because of what's going on around it.
"When the creative juice hits you it's like a ton of bricks and you're almost possessed.
"Bringing the symphony into the world took four months of working 20-hour days, but I did it, and it went better than I expected."
n Steve Vai, Saturday, O2 Academy, £27.50, 7pm.