The 63-year-old, whose grandfather was born in Auld Reekie, was sharing amusing anecdotes from his past with presenter Vernon Kay during a train journey to Edinburgh.
It was part of Comedy Connections with TransPennine Express – a comedy series that sees Kay interview some of the funniest people in the UK onboard trains.
During the journey, Reeves, whose real name is James Moir, tells Kay: “I remember one holiday when we got caught in a terrible thunderstorm.
“I was about ten at the time. We were parked in our car outside Edinburgh Zoo and there was a lightning strike that hit a tower and the top portion blew off and exploded right in front of our eyes.”
The funnyman, who shot to fame working alongside Bob Mortimer on shows like The Smell of Reeves and Mortimer and Shooting Stars, also recalled a visit to the Jenners department store on Princes Street.
He said: “Once I was walking up Princes Street with my grandfather, who pointed to a room above the old Jenners department store and said ‘that room there was where I was born’. He was prone to telling stories, but I think there was an element of truth in that.”
Reeves goes on to say he loves shopping in the Capital, especially on the Royal Mile.
“I love shopping here – there’s a row full of shops selling kilts and I had one made,” he said. “Whenever I go somewhere new, I try to buy something from that city, but when I was in Edinburgh recently I tried to get a haggis and it was quite difficult, so my message to the city is get more haggis shops. They’re a much-maligned food.”
On the subject of food, Reeves recommended a trip to Leith. He said: “Go to Leith Harbour if you want to spend the day eating.
“I was doing a day’s filming and I had time to look around, and it was fantastic.
“I had a really good dinner at the Loch Fyne restaurant, with Cullen skink, a haggis scotch egg and cheese and crackers. I also had a great breakfast with chorizo and scallops in a fish and chip shop.”
A frequent visitor to the city during the Edinburgh Fringe, Reeves loves to sample the Capital's nightlife.
He said: “I love to walk about and drink in the atmosphere, culture and architecture. I’ve never been a nightclubber. A night out for me is hanging about with friends. I like talking to people rather than disco dancing.”
Talking about his grandfather's Edinburgh roots, he said: "I’ve got a big Scottish heritage because my name is Moir, which is very Scottish – members of the Gordon clan.
“I’ve got a kilt made with my tartan and I’ve got a suit made as well, but I rarely parade around the parish in it.”