Once upon a time in a lovely house in Islington, north London, there lived the Perry family: daddy, mummy, Florence, 11, and Claire — the woman daddy becomes when he puts on a dress.

Everything was wonderful. Daddy had just won the Turner prize, which was amazing because transvestite potters don’t usually win art prizes worth £20,000. And then a nasty man from The Sunday Times turned up and mummy — who is a psychotherapist — freaked out and said to him: “Are you asking me if my husband is a sicko?”

Yes, the Grayson Perry story is like a bizarre postmodern fairy tale. A lonely working-class Essex boy with a bully for a stepfather develops a passion for pottery and cross-dressing. Then one night he goes off to the Turner prize ceremony dressed in a purple frock guaranteed to frighten the horses — and a few humans, too.

“I designed it very carefully myself,” boasts Perry. “It was done in my usual little-girl style with puffy sleeves, short sticky-out petticoated skirt, ankle socks and embroidered with the word Sissy.”

Everyone was certain that the prize would be given to the notorious Chapman brothers. Bizarre, yes, but some how typically British: the overdressed underdog takes the glittering prize from the shock-jock darlings of the art establishment.

Some people see Perry as belonging to a tradition of great British eccentric artists and exhibitionists. Imagine Damien Hirst meets Danny La Rue in a comic caper called Carry On Buying, Mr Saatchi! — that’s Perry.

His critics shake their heads, however, and worry that there is something darker and more disturbing about this man. They point to his art; elegant vases with images and slogans that explore child abuse, sex scandals and missing children. They see something unhealthy in titles such as We’ve Found the Body of Your Child.

Then there is Perry’s alter ego, Claire. Okay, say these critics, dressing up as a woman is one thing but dressing up as a dolly-clutching Victorian child who resembles Bette Davis in Whatever Happened to Baby Jane? is something else.

The Perry I meet at his Georgian home is an affable and charming chap who is clearly a loving and devoted husband and father. The feminine shadow of Claire is nowhere to be seen on his 43-year-old face. He has long, blond, rock star hair and the wounded eyes of someone who has seen something no man wants to see. On the family piano are Beatle music sheets and a little porcelain cat that bears the message “Life is meaningless”.

Perry talks fast and without the slightest hint of effeminacy. He has a loud Sid James laugh. We discuss his big night at the Turner prize. Was it a dream come true?

“More like a sexual fantasy come true,” says Perry laughing. “A few years back I used to have this fantasy about wearing a really embarrassing, humiliating outfit and being forced to accept the Turner prize — and that really turned me on.”

“Do you mean metaphorically, aesthetically, symbolically in the sense of connecting with the sublime perhaps?” I ask.