Simon Munnery has a great stand-up routine taking issue with a well-meaning critic who described his comedy as ‘the closest thing to art’, as if the two forms are mutually exclusive. It’s retold in this interesting – if over-long – documentary about when those two worlds overlap.

A Brush With Comedy is written and directed by Louis Moir, who has first-hand experience of both camps as the son of Vic Reeves creator Jim (whose new programme Painting Birds precedes the debut of this film on Sky Arts tonight).

‘My dad has always said there is great humour in art,’ the film-maker says. ‘And I’ve always thought comedy and art coming together is often overlooked – and often looked down on.’

Indeed, Jim rejects the label of comedian altogether, insisting, ‘I’m just an artist’. With that ‘just’ something of an understatement for a man who can knock out six paintings in a morning.

He became Vic Reeves as a way of putting on a low-cost comedy night in the 1980s, having had no experience of stand-up at all. He says he simply adopted the punk rock mentality: ‘Invent something and do it constantly. It doesn’t matter if it’s good or bad as a long as it’s new…. I didn’t want to do a comedy act and hone it and tell jokes.’

Vic, we learn, could just as easily have ended up being called Craig Wildfowl, a nod to the performer-artist’s love of wildlife, especially birds. But now he’s as good as retired the alter-ego, Jim is clearly happy with his new career as the artist he always thought of himself as. However not all the comedians featured in this film are so at ease with the description.

Bec Hill says that she had never even considered what she did as art before being asked to take part in this project, even though her stage work requires a flipchart to display her elaborate, animated, illustrations. ‘I don’t think I should be in this film,’ she confesses at one point.

The film also reveals wider  insecurities, not just about being defined as ‘artists’. Spencer Jones seems nervously uncomfortable showing the world any of his work, even the comedy for which he’s won awards. And when it comes to art he feels like an ‘imposter’, a trivial  dilettante compared to the real deal.

Even Munnery, who we meet pottering about in his shed and pouring concrete into a pair of Wellington boots, demurs when asked if he’s an artist. Other than Moir, only satirist Miriam Ella, creator of a spoof Ladybird book long before the publisher did the same, accepts the categorisation.

All the comedians are filmed with their families to see how their home life interacts with their work. But the main project is to create pieces  for an exhibition in a London which will place their output indisputably in the world of fine art – and leave it open to feedback. ‘You can’t control how people react,’ says Hill, trepidatiously.

Though the family dynamic is clearly of direct interest to Moir Jr, he is rightly more keen to explore the boundary between art and entertainment, although the film – which runs two hours including adverts – starts repeating itself by the end.

His other question is whether art can be funny.  The conclusion from those attending the exhibition of the comedians’ work is – despite their fears – a resounding ‘yes’. Though surely you wouldn’t have expected any other conclusion.

• Painting Birds With Jim And Nancy Moir is on Sky Arts at 9pm, followed by A Brush With Comedy at 10pm