| Year | Title | Role | Notes |
| 1980 – 1981 | Boom Boom, Out Go the Lights | Himself | |
| 1981 | Wolcott | Speaker In Market | |
| 1982 | O.T.T. | Himself | |
| Comic Roots | Himself | |
| The Private Life of the Ford Cortina | Himself, Presenter | |
| Whoops Apocalypse | Commissar Solzhenitsyn | |
| 1982 – 1984 | The Young Ones | Jerzy Balowski / Brian Damage / Jester Balowski / Harry The Bastard / Police Recruiter / Train Driver / Billy Balowski | |
| 1984 | The Lenny Henry Show | Various Roles | |
| Give Us A Break | Frank | Hustle, Bustle, Toil & Muscle |
| 1985 | Doctor Who | D.J. | Revelation of the Daleks |
| 1985 – 1993 | The Comic Strip Presents... | Inspector / Dad / Bride's Father / Mog / Carl Moss / Sterling Moss / Paul | |
| 1986 | Roland Rat: The Series | Himself | |
| 1987 | Ratman | Fatman | |
| Up Line | Melvin Coombes | |
| 1988 | Les Girls | Mr. Korvus | Prints |
| 1988 – 1991 | Alexei Sayle's Stuff | Himself | |
| 1990 | The Gravy Train | Vlad Milcic | |
| 1991 | Selling Hitler | Konrad "Konny" Fischer | |
| Big 30 | Himself, Presenter | |
| 1993 | Lovejoy | Freddie "The Phone" | Series 4: "The Napoleonic Commode" |
| Sex, Drugs & Dinner | Himself, Presenter | |
| 1993 – 1994 | Rubbish, King of the Jumble | Rubbish (voice) | |
| 1994 | The Unpleasant World of Penn & Teller | Himself | |
| Paris | Alain Degout | |
| Drive | Himself, Host | |
| 1994 – 1995 | The All New Alexei Sayle Show | Himself | |
| 1996 | Jackanory | Reader | The Diary of a Killer Cat |
| Great Railway Journeys | Himself, Host | : Aleppo to Aqaba |
| 1997 | The History of Tom Jones, a Foundling | Puppeteer | |
| Alexei Sayle's Comedy Hour | Himself | |
| 1998 | Alexei Sayle's Merry-Go-Round | Himself | |
| 2000 | Arabian Nights | BacBac | |
| Animated Tales of the World | Troll (voice) | The Three Sisters who fell into a Mountain: A Story from Norway |
| 2002 | Tipping the Velvet | Charles Frobisher | |
| 2003 – 2004 | Keen Eddie | Rudy Alexander | |
| 2004 | Blood Matters | Himself, The Narrator) | What's Blood Got To Do With It? |
| End Of Story | Himself | |
| 2005 | Bremner, Bird and Fortune | Pope John Paul II | |
| 2006 | Rob Brydon's Annually Retentive | Himself | Sharon |
| 2007 | Dawn French's Boys Who Do Comedy | Himself | |
| 2008 | Alexei Sayle's Liverpool | Himself, Presenter | |
| 2009 | Agatha Christie's Miss Marple | Dr. Maverick | They Do it with Mirrors |
| 2010 | Horrible Histories | Dr. Ushma | |
| 2012 | New Tricks | Anthony Marshall | Love Means Nothing in Tennis |
| 2013 | Olive the Ostrich | Narrator | |
| 2014 | Holby City | Bernie Reddy | Mummy Dearest |
| 2017 | Tate Liverpool at 30 | Himself, Presenter | |
| 2021 | Casualty | Anton Malinovsky | Series 35: Episodes 26 and 29 |
| 2022 | Mandy | Darren Dugdale | Fatberg |
