This isn't where I expected to find the Love Is All Around Me singer in 2007. This is a slick jazz club supreme, buried deep underground below Picadilly Circus. The extremely civilized audience is bathed in a deep blue romantic light, and the room is filled with little round tables accessorised with giant wine glasses.

Marti slinks in, pinstripe suited, perma-grin already installed, and slips straight into In a Sentimental Mood. He is backed by a double bass, guitar, xylophone, a grand piano, drummer and percussionist, all doing an excellent job. Pellow has an excellent jazz voice, and the atmosphere is surprisingly mellow and 'properly' jazz…. Until Pellow starts talking! Out come the cheeky chappy anecdotes, the stories about being 'off the drink these days' and the jokes delivered in his strong Scortish brogue… "There I was, hand in my sporran…." that sort of thing. He chats about anything and everything - he even has a little rant about make-over shows on the telly, and how he thinks women should be curvaceous, eliciting a round of applause. Quite the raconteur, he revels in this banter throughout the night, and getting quite a few giggles along the way.

As Marti and the band head straight into A Child Is Born, I'm lulled into a smooth jazzy reverie and take a look around to see what Marti Pellow's fans look like these days. I'd say 60% of the audience tonight have arrived here on their pension bus passes. Which no doubt is how they've been able to afford the hefty £60 price tag for the evening. It looks as though Marti Pellow has successfully forged a new career in jazz, without relying too much on the loyalty of old fans.

Cole Porter's Got You Under My Skin is given a breathy, seductive vocal treatment by la Pellow. Summer Wind is next, and is an extremely funky affair, but not before Marti waxes lyrical about the greatness of Frank Sinatra, while the band waits patiently.

Lonely Girl brings the tempo down a bit, but not Marti's enthusiasm. 'Hope you dig it!' enthuses Marti, as his grin fills the stage. Where or When is next, but he stops after one line. 'I messed up there, I want to get it right because I love this song. It was one of my mother's favourites.' Oh bless, he wants to get it right for his mum. Right now, Marti Pellow has the whole audience in the palm of his hand.

Another surprise - Marti Pellow has written a jazz tune with Christopher from Squeeze! After the classic songs Marti has belted out tonight, The Lady with the Mandolin is not the strongest song of the evening, but Marti gives it his all, gets totally drunk on it, swaying with the mike like it's a senorita.

It only takes 5 seconds of applause before Marti Pellow and band leap back onto the stage for When the World Was Young. It is melancholy and utterly captivating. When Marti Pellow leaves the stage, he is no longer That Guy From Wet Wet Wet, he is Marti Pellow, underground jazz superstar.