We’ve all got one – an internal critic playing on a permanent loop in our head: Why did you do that? You should have… What do you think you’re doing? It’s enough to drive anyone mad.

Ruby Wax knows these voices well. She has been on a tough but enlightening journey through depression which has taken her from the Priory mental health hospital in London to now having an MA from Oxford in mindfulness-based cognitive therapy.

And now she’s bringing a little bit of her hard-won wisdom to Watford in her new show, Sane New World.

Based on her best-selling book Sane New World – Taming the Mind, Ruby aims to provide us with a manual for saner living, showing us how we can change our mind and how we think. It’s designed to help us understand why we sabotage our own sanity, how our brains work and how we can rewire our thinking – often through simple mindfulness techniques – to find calm in a frenetic world.

“It’s a little tour of how your mind works,“ explains Ruby, 61, “sort of a manual for how to survive the 21st Century.

“Everybody’s plagued by this insanity to be busy and you’ve got magazines telling you you can be the next Kate Moss if only you had the right clothes, and we’ve got people on the X Factor with the talent of a toothpick. It’s what’s killing most of us, our minds are full of those kinds of inner thoughts – I should’ve, I couldn’t, why can’t I? Everybody has them, everybody in the audience is nodding their head. But why should we be like that? Right?

“We’re not equipped for this century, it’s too hard, too fast, and too full of fear; we just don’t have the bandwidth. Our brains can’t take so much information in a world where we’re bombarded by bad news and force-fed information. I can just about take in the weather when I’m exhausted. You open a newspaper, everyone’s dead. We’re only supposed to know what our neighbour is up to; if the woman next door to you is having sex with the man next door to her we need to know; but four doors down and it’s none of our business. But I’m now worrying about something happening 20,000 miles away – we didn’t use to have access to that kind of news. We have to learn some way to shut the lid, just to save your own skin.

“You’ve gotta go with what’s wrong with the whole 21st Century. I’m not blaming anybody or anything – if somebody wants to buy shoes at three in the morning, great, get on with it. But if everything you want is hanging in your face, when you start shopping you can’t stop shopping. Like if I suddenly buy a pair of shoes, I automatically want the next pair – and the next pair. We’re all like that, we get addicted to our own chemicals.“

Though Ruby has personally gone on a roller-coaster of depression for most of her adult life, this book isn’t exclusively for the depressed. She describes herself as being ‘one of the one in four who have mentally unravelled; this book is for the four in four’.

Ruby is best known to most people as a motor-mouthed comedian and TV presenter. She moved to the UK from the United States in 1977 and began her acting career with the Royal Shakespeare Company. She went on to perform in her own successful television series for the BBC and Channel 4 – including Ruby Wax Meets and The Full Wax – and was script editor on all series of Absolutely Fabulous.

In 2010, Ruby went on tour with her stand-up show Losing It, which dealt with her experience of clinical depression, and in 2013 she graduated from Kellogg College at Oxford University with a master’s degree in mindfulness-based cognitive therapy after earning a postgraduate certificate in psychotherapy and counselling from Regents College in London.

“Psychotherapy wasn’t really for me,“ she says, “so I went on to neuroscience. I’ve always been interested in how your brain works and now they can actually look inside it. I became fascinated because that really is you – they can watch what you think and you can see what it’s really about. When you see what the equipment is, you kind of understand it.

“It’s not your imagination, you don’t have a little person sitting up there with a bullhorn screaming at you.“

Hear that, little internal critic? Your days are numbered.