But unlike his famous character, the 46-year-old comedian is about to show a softer side, in the new ITV family history show, Secrets From The Asylum.
In the two-part series, Murray and fellow famous faces Ray Winstone, Sue Johnston, Lesley Joseph, Claire Sweeney and Christopher Biggins, delve into their family's pasts to find out why their ancestors spent time in a lunatic asylum.
Murray looks back at the life of his great-great-great-grandparents, Vanity Fair author William Thackeray and his wife Isabella.
When Thackeray was 29, Isabella, then aged 23, attempted suicide by trying to jump overboard from a ship.
Desperate to help his wife, Thackeray paid for her to stay at a private asylum in France, where she had the very Victorian sounding 'Moral Therapy', which involved "exercise, occupation and amusement".
"It's a total crisis," says dad-of-two Murray. "His family's fallen apart, his career isn't established yet, it's costing him a fortune, and they're saying, 'Well, we'll keep her on for six or seven months of trial'; he doesn't even know if it's going to work."
After five months away, Thackeray "busted" his wife out of the asylum and took her back to the UK, where he tried treatment after treatment, including hydrotherapy, where patients were splashed with buckets of ice-cold water in the belief that it would purify the body.
"It sounds like the sort of thing Gwyneth Paltrow would pay a lot of money to do," adds the comedian.
Discovering the lengths Thackeray went to in trying to help his wife, "completely reversed" his opinion of what his ancestor must have been like.
"I'd always assumed that what he'd done was put her, Victorian style, out of the way," says Murray. "In fact, what he did was get her the very, very best care he could at the time."
The son of an army lieutenant, he has always been interested in history, even opting to study the subject at Oxford University, before launching himself onto the comedy circuit.
Two decades ago, he created his Pub Landlord character, who proved such a hit that he even had his own ITV chat show, Al Murray's Happy Hour.
He was affected by what he found out in the programme, and admits to being "really, really sad" to discover through Thackeray's writing he was longing for the days when his wife was happy.
"It's heart-rending stuff," he says. ". He aspired to being a settled, having his wife and raising his daughters, and he lost it. It was taken away from him very cruelly, by Isabella losing her reason. It's heartbreaking."
lSecrets From The Asylum starts on ITV on Wednesday, at 9pm.