Comic Russell Peters brings his improv-laced stand-up to the Chicago Theatre Oct. 11 and 12

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Russell Peters is an arena-filling comedy rock star in his native Canada and in many countries around the world. Even in the United States, despite his not yet being a household name, the erstwhile “Last Comic Standing” judge (his contract wasn’t renewed for next season) regularly sells out massive venues, and in December will likely pack Madison Square Garden in New York.

But he makes these otherwise impersonal places seem more intimate by way of his trademark audience interaction. Those seated close enough to the stage during Peters’ shows at the Chicago Theatre (which is actually, at 3,800 seats, far smaller than rooms he’s playing on his current arena tour) Oct. 11-12 might find themselves a part of his semi-improvised routine — one that he agrees is well-suited to in an improv-steeped town like Chicago. As his countryman and fellow comic Howie Mandel has put it, “I think that the audience responds when they feel it’s real. Be in the moment, no fear, and just do it.”

That’s Peters’ approach as well.

“I want the entire group to be part of the show,” he said in a recent phone conversation while motoring between Canada gigs a few days before heading down to Chicago. “I want them to be in on the joke. You don’t want it to be an inside joke situation, like, I said this and only five people understood it. I find that very selfish and self-serving.”

At this point, a quarter-century into his career, he knows right away who’s game and who’s not.

“You can tell by the way people answer you whether or not they’ve been planning this. You can tell by the way they act and the way they respond, their body language.”

If they’re obviously closed off or perturbed, he said, “you just leave them alone and move on to somebody who’s ready to be with you in the moment.”

While the 44-year-old Torontonian has no formal improv training, he learned off-the-cuff proficiency from a manual of sorts: Mad magazine.

“When I was a kid, I used to read those Mad magazine series called ‘Snappy Answers to Stupid Questions,’” he said. “It would give you three snappy answers and it would have an empty box and you could fill out your own snappy answer.”

It was, in effect, the beginning of his comedy tutelage, and his growing grasp of the smart-ass rejoinder landed him in trouble at school and elsewhere. Of course, his by now well-honed skills in that department have also proved a huge boon — and not only on stage.

“I used to use it to my advantage when I was boxing,” said Peters, who has been out of the ring for a year and a half. “I’d be sparring with a guy and he was a really good defensive guy, and I couldn’t hit him, so I would get in close and clinch. And then when I was clinching, I would say stuff to him in his ear, like, ‘You smell fantastic.’ And it would throw him off and he would drop his guard and then I’d hit him.”

Now that’s a punchline.

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Warning: Strong language