‘I went into show business to make a noise, to pronounce myself,’ Mel Brooks told Kenneth Tynan in 1977, in a New Yorker profile entitled, with appalling relish, ‘Detours and Frolics of a Short Hebrew’. ‘I want to go on making the loudest noise to the most people.’ His memoir All About Me! may be his final act of this pronunciation. He is 95.

His real name is Melvin Kaminsky but that wouldn’t fit on a drum — a drum is his natural instrument — and he shortened it to Brooks. He was the youngest of four boys of Max and Kate. His father died when he was two, and Mel created Maxes wherever he could — Max Bialystock in The Producers, a man too vivid to be forgotten; and a son with Anne Bancroft, Max Brooks.

Growing up in Depression-era Brooklyn, Mel found comedy early. He played the Borscht Belt, where his signature joke was, aged 14, dropping fully clothed into a swimming pool. He wrote for Sid Caesar for a decade, and made a series of cinematic parodies — Blazing Saddles, Young Frankenstein, High Anxiety — that, though brilliant, read like a man looking in. His more self-consciously serious work — The Elephant Man, the ultimate film about an outsider, until we meet The Fly — he made through his production company Brooksfilms.

If he is two artists, one concealing the other, he is also a parody: the comic depressive. ‘There were 14 or 15 occasions when I seriously thought of killing myself; I even had the pills,’ he once said, before his public utterances became mere programme notes. When he was offered the job of rewriting what would become Blazing Saddles, he was found wandering round New York City in circles because he had no destination. So he self-medicated, writing ten jokes when one would do. This is Brooks the screamer — anything for a laugh, and the audience is only the wall he throws tomatoes at. Of what we find when the laughter is quietened, we dare not ask; and he dares not tell us.

Tynan, who was as contemptuous of Brooks as he was fascinated by him, couldn’t say it out loud, because he thought that to be Jewish was to be cursed. (Tynan was only half right; as he was only half an artist.) The work is all about death, and Jewishness, and Jewish death: in the mid-20th century they were the same thing. Who is the 2,000-year-old man — Brooks’s most famous character — but the Eternal Jew laughing at his predicament because the alternative is not laughing? Who else would put Tomas de Torquemada in an Esther Williams tribute with a menorah rising out of a swimming pool (History of the World Part I), or put Hitler on ice? That section has only one Hitler dancing to the Blue Danube. Brooks was being subtle (for him). In The Producers there are 100 Hitlers. The screen is filled with them.

He is a screamer, then: can a screamer write memoir? Not really, because you can’t half scream. If there are two Mel Brookses — the screamer and the speechless — the first has won. All About Me! is a valuable source of stories (Orson Welles, who narrated History of the World Part I, had to be paid in cash, which he would then spend at a cigar shop); but its tone is so monomaniacal it is almost unreadable. It could have been narrated by a mother to a child — in his own words, Brooks is the most talented, the most funny, the most beloved. I almost believed it.

Then I returned to the movies, which are filled with a dazzling unease, and I didn’t believe it at all. Rather, I marvelled at a man so closed he lies to his own memoir. His psychoanalysis — he was in for three years, after he couldn’t stop vomiting during Your Show of Shows, probably because he was giving his own words to another — is addressed in a few lines. The death of Bancroft gets less. His children — he has four — get fewer mentions than his fictional characters. If you want to find it, it is all in the comedy writing. ‘I have over 42,000 children and not one of them ever visits me!’ wails the 2,000-year-old man. His anguish is on record: just not here.