The star, who has been treated for prostate cancer and Parkinson’s disease after being diagnosed last year, said he has considered having touch-sensitive pads which will trigger a recording of his voice.
He talks about his plans in a new ITV film Billy Connolly’s Big Send Off to be screened on Wednesday in which he investigates attitudes towards death around the world.
Connolly, 71, said: “I was going to have ‘Oh Jesus Christ, is that the time already’, but in tiny little letters, about an eighth of an inch high so to see them you’d have to step on to the grave where I would have placed, under the turf, those sensitive pads that you get for people who are breaking in to your house.
“And it would activate a sound system and it would say, ‘You’re standing on my balls!”
He also talks to his pal Eric Idle, from the Monty Python team, who discusses how he spent three-and-a-half years trying to write a musical about death.
“I came up with this great idea, let’s write a musical and it was going to be called Death The Musical,” he said.
“(Director) Mike Nichols would come for the read-through and people would laugh and we’d go, ‘Oh yeah we’ve got it now, it’s working now’ and he’d say, ‘It’s still shit’.
“But other people thought it was a great idea - just the idea of treating death as the subject for a Broadway musical, it’s nicely ironic I always thought.”
Idle said he expected his song Always Look On The Bright Side Of Life - written for Python film Life Of Brian - would be used at his funeral.
“You know they are going to play Bright Side no matter what I ask for. They’ve got to play it because it says, ‘just remember that the last laugh is on you’, so they’ll definitely play that one.”