He has starred in many TV series and films, including The Comic Strip Presents, The Young Ones, and many stand-up comedy series. He also co-wrote many programmes, including The Young Ones and five series of his own stand-up/sketch shows, Alexei Sayle's Stuff.
Alexei's humour is typically Milliganesque yet original; for example a memorable sketch in Alexei Sayle's Stuff featured Alexei playing the part of Godot, hitch-hiking across contemporary northern England but never managing to get a lift.
In 1974, he married Linda Rawsthorn.
In 1989, he was awarded an International Emmy for his series Alexei Sayle's Stuff.
In 1995, he was awarded an honorary professorship at the Thames Valley University.