Tell me the story behind the Transition in Tradition tour?

“It’s kind of a homage to the great Sidney Bechet, who was really the first saxophone great. He came to Great Britain in the 1920s and was playing clarinet with the likes of Louis Armstrong.

But he saw a saxophone which really wasn’t a well-known or fashionable instrument in the window of a shop on Baker Street in London and bought it. He went on to be a sax great and showed that we can be open-minded about music.

I wanted to do a record and start a project revealing this jazz tradition. I’m not trying to sound like Sidney Bechet, but like him in that the music is moving, never stopping and doesn’t stay still for very long.

I usually record material and go out and perform it, but with this record they came together. I’ve been playing new music for the road and came up with the record.”

Many commentators have tried to describe your sound. How would you sum it up yourself?

“The music is just really open. Some people have very structured music like it can only be five bars in a certain key. If you have certain parameters, the sound will always be the same. But with my jazz music, if your imagination can handle it, it can go anywhere. It’s an interesting tale.”

How do your gigs differ to others?

“I’ve been doing this since 1986 as a jazz solo and recording artist. I’ve had the opportunity to play with several brilliant musicians, lots of them not traditional.

I’ve had DJs scratching on turntables and computers. But I’m really excited about this tour as the wonderful Cuban musician Omar Puente is going to be performing on the night with my band and he thinks very similarly to me. If you get musicians that don’t trust each other, you get a very short conversation.

But we are supposed to be on stage for 90 minutes and we often go as long as the licence allows. We’ve been known to do three or four hours, but when we perform in the UK we can’t always do that.

People have got proper jobs and babysitters and have to get the night bus and that doesn’t really allow for that.”

How have things changed for you since you started out in 1986?

“I remember playing for just ten people who turn up to a pub and pay £1 and you have to split that amongst the band.

Then I was performing for the love and I still perform for the love. Now people tend to take notice rather than us just being background music.”

Which musician past or present would you most like to perform alongside?

“Janet Jackson, Grace Jones, wow! Who else can I think of? No seriously, there are so many musicians. But I suppose Duke Ellington, as he had so much knowledge.

And of course Sidney Bechet – I’d love to know what he was thinking when he decided to play this wonderful instrument.”

What has been the most memorable show of your career?

“We’ve had some brilliant shows and some terrible shows.

I think it would be the Free Nelson Mandela Concert. We turned up at Wembley at 8 o’clock and by 6 o’clock we were playing in Stevie Wonder’s slot as they were running late. It was pretty amazing with a packed Wembley.”

Which of your many awards and accolades are you most proud of?

“I didn’t start playing this music for any rewards but it’s a great part of it. NME put me on the front cover with the Emperor’s New Clothes, I’ve played the main stage of Glastonbury two times, I’ve received an OBE and a CBE and that is a real accomplishment as a saxophonist.

I didn’t expect those but they are priceless.”

What advice would you give to aspiring musicians?

“Practise. I still do eight hours practising a day, which I’ve always done. I now try to use the money I have made to support young artists. I’m constantly looking out for new talent and guys who really want to play. I have signed a few to my own record label.”

We look forward to seeing the show.

“I’m looking forward to it too. I believe Joe Harriott’s grave is nearby and I want to go and pay my respects.”

Courtney plays theatre Royal Winchester tomorrow night. Tickets: 01962 840440 or visit theatre-royal-winchester.co.uk.