Alan lived in Loughton, Essex for most of his life, until he left to pursue a career in comedy. He now lives in Islington in north London. He is the second of three children, born in Essex, and has an older brother and a younger sister. He was raised by his father, an accountant when his mother died when he was just 6 years old.

In 1982 he left Bancroft's School in Woodford Green with 8 O-levels. He then attended Loughton College of Further Education and got 4 GCSEs and two A levels, in Theatre Studies and Media Studies. He was taught theatre skills by Piers Gladhill.

Alan is best known for playing the title role in Jonathan Creek (1997) written by David Renwick, as a man who designs magic tricks for Adam Klaus but he also teams up with Maddy Magellan to solve baffling crimes. He is also known from the Abbey National adverts. Since 2003, he has appeared in a panel game show QI (2003).