The comedian is In Conversation for one night only at the Blackpool Opera House on Saturday, October 20 at 8pm.
Kay will be joined by Danny Baker for his only live show of the year, and the set will be filmed for a later broadcast.
"I was thrilled when Danny asked me as I've never done an interview like this before and I've always admired his work," Kay said.
"He's a very funny, clever man and I'm sure it's going to be a special show and definitely a night to remember."
Kay will discuss his career and his creative process behind TV shows Phoenix Nights, Max & Paddy's Road to Nowhere, That Peter Kay Thing and Britain's Got the Pop Factor.
He will also discuss his music career and best-selling autobiographies, including the record-breaking The Sound of Laughter.
Tickets go on sale this Friday, September 28 at 10am and are priced at £45 plus fees.
Watch Peter Kay with Michael Parkinson below: