Speaking in a new podcast interview, Kohli claims it is harder to be funny than play serious roles on stage and screen.
He also said Scottish comedy was subjected to more criticism than drama, saying he felt Scots get "really offended" by comedy shows they do not like.
The actor cited Karen Dunbar as an example of a leading Scottish comic who has proven she could take on serious drama.
Speaking on The Cultural Coven podcast, which is hosted by actress Nicola Roy, Kohli spoke of his ambitions to challenge himself by taking on more stage roles in future, including playing a "hardman or someone with a bit of evil”.
Kohli has been a household name in Scotland for 20 years thanks to his role as the shopkeeper Navid Harrid in the iconic Scottish comedy Still Game.
His other roles have included the role of Amandeep “AJ” Jandhu in River City, which he has played since 2015 and, more recently, the feature films Stan and Ollie, Lost at Christmas and Limbo.
Speaking on the podcast, Kohli said: “It’s a bugbear of mine. People don't understand that comedy is drama plus extra stuff.
"It follows all the same rules, you’ve got do all the same leg-work and, by the way, you’ve got to make people laugh three times a minute.
"This isn't statistical at all, but in my experience, actors that can do comedy can also do drama. It isn’t always the other way round.
"If you look at the way people react to comedy, they get really offended if they don’t like it, especially with Scottish comedy.
"I don’t think they get that way with drama. The only way they get that offended with drama is over something locational. With comedy they get a lot more offended.
“I think it’s because it’s more subjective and the reason for that is because it’s incredibly sophisticated. It’s almost at the sharp point of our consciousness.
“My personal belief is that comedy is harder than drama and it annoys me that it’s seen as the poor cousin.”
Kohli also recalled the anxieties of Still Game’s cast about appearing in a stage production of the show at Glasgow’s vast Hydro arena, which saw the on-stage beamed onto huge screens in the venue.
He said: “I got a taste for live performance from doing Still Game at the Hydro, but it was a strange one, because we were almost creating a new genre there.
"I was the only that hadn’t really done any theatre at all. I let everyone else worry about it.
"The plain and simple fact is that until we did that first show, on the day after the Scottish independence referendum in 2014, none of us knew how that venue was going to behave because there was no frame of reference.
"Until we got that first standing ovation, we didn’t know. We’d sold that venue out 21 times and if it had died on its arse it would have been a long old month.
"Praise the lord that it actually worked out okay and it behaved like any other venue.”