And despite his archly cynical stage persona, he believes that the bizarre ritual banished the spooks.
Dee says he and wife Jane were never comfortable in their Wandsworth house until they had it cleansed.
He said: ‘When we moved in, Jane was at first freaked out by the house, and I said she just needed to get used to it.
‘Then one night she had this weird, weird dream and she described it to me. It was a dream about beasts going around the ceiling. And I’d had the very same dream.
‘So we had someone in to exorcise it. He was an accountant by day.
‘He swing this pendulum around and said “they’re everywhere” and he started to banish these little beasties with his chant.
‘But he didn’t take any payment, he said, “It’s just something I do.”’
Dee says that after the exorcism he felt a lot more comfortable in the house - as if it had been cleared. But he had tired of the exorcist’s incantations and sent him away before he had been into the cellar. ‘Spooks I can cope with, not nutters,’ he said.
One night he had cause to go down there.‘I had this very uncomfortable feeling, as if there was something over my shoulder saying “Get out”,’ he said.
So he had to call back the exorcist to finish the job. ‘In the cellar, even though his hand was very still, his pendulum went spinning around terribly fast. He told me, “They’ve all gone to hide down here.”’
The remaining room was cleansed, and now Dee says his house is ‘spookiness-free’.
His revelation came in an interview with John Hegley for the Radio 4 series Chain Reaction this week. The show was recorded for broadcast at 6.30pm on February 7.
The following week Dee turns interviewer to talk to his old friend Jeremy Hardy.
