The comedian, who released debut DVD Do Nothing last week, explained that his material was instead just an honest reflection of his personal life.
Amstell told DS: "It's not something that everyone picks up on. Some people make the mistake of thinking that I'm doing gay or Jewish jokes, and I'm never doing those things.
"I just tend to talk about the things that affect me in my actual life... those two labels don't affect me in my life anymore."
He added of his stand-up: "It's very honest, it's very thoughtful, it's very personal. The way I create a show is taking all my current problems, discussing them in previews and that turns into the show.
"It's me discussing how I've been an idiot, for an hour. Here's examples of how I'm an idiot. Here's what's wrong with me as a human being!"
Earlier this year, Amstell insisted that his sitcom Grandma's House was "not about being Jewish" but was instead focused on an anxious person visiting their conflicted family.
> Click here to read our full interview with Simon Amstell