You are most famous for your 1974 tightrope walk between the twin towers of the World Trade Centre in New York. It took six years to plan. Was there ever a point when you questioned what you were doing?
No, not in the sense of interrogating myself, but yes in the sense of being stopped in my élan [sic]. I was stopped by police at the top of the tower and all sorts of accidents happened that should have annihilated the dream. At the top of the tower, I was filled with doubt.

Were you nervous?
No, no, I'm never nervous actually. I was extremely short of time because the construction workers were about to work on the roof and I was hours behind my planned schedule, so I was febrile. Nervous, I was not. I had no reason because it was my dream and I had thought of doing it for so many years.

What did seeing the destruction of the twin towers on 9/11 mean to you?
What I felt, I cannot really share with the outside world. It was an intimate relationship. How can I talk about losing those towers when that day, thousands of lives were lost? I cannot compare it. But those towers were human for me.

Have you read Colum McCann's novel Let the Great World Spin, which uses your World Trade Centre tightrope walk?
Yes… but I don't think I read it entirely.

Your exploits on that day were made into an acclaimed documentary, Man On Wire, which won a 2009 Academy Award. When you and the director, James Marsh, went on stage to accept the award, you entertained the audience by balancing the Oscar statuette on your chin. How heavy is an Oscar?
It's four kilos. It's enormously heavy and it's almost impossible to balance on the chin. I practised at Woody Allen's apartment – he lent me his Oscar. I spent a couple of hours in his apartment, then I made a replica and practised with the replica at home for a week. That is how I work. I am not going to get on that stage and have the Oscar slip on the floor.

Man On Wire was dedicated to the memory of your daughter, Cordia Gypsy, who died in 1992 at the age of nine-and-a-half from a brain injury. How do you cope with that loss?
Oh, I cope with joy. When a loved one disappears, you continue to live with the accompaniment of that person. One has to find a balance between joy and sorrow. I have immense sorrow over the loss of that child but I also have immense joy when I think of her.

You have done several other high-wire walks. Which is your favourite?
It's very hard to ask me a favourite. I frown about having to choose one. I like to have a list of favourites. In the case of high-wire work, some of them would be the very first one I did illegally between the towers of Notre Dame – that was very romantic. Another was the longest and highest – an inclined walk of 700 yards from one side of the Seine to the second storey of the Eiffel Tower in front of 250,000 people. I love to remember the World Trade Centre walk but it should not define me.

Your new book, Creativity, starts by stating "I frown upon books about creativity". Have you managed to write a good book on the topic?
Of course, because it's different! It's not egocentricity that makes me state that – as I explain in the introduction, most books about creativity are really dull. They are a festival of examples, not an expression of one's own creativity. This book is not a study or a discourse, it's an entire lifetime.

As a teenager growing up in France, you were expelled from five different schools. Why?
Because I was practising my newly acquired art – magic – and I constantly had my hands under the desk, manipulating the cards. Because I spent more and more time doing magic and juggling and I had to choose between that and work, and it [magic] was more important than school.

How did your parents react?
They were not really an existent entity in my life so I prefer not to talk about it.

There is a section in your book where you confess that, as a schoolboy, you learned the art of misdirection by shouting "It's snowing!" in class and then stealing a pencil from the boy who sat next to you when he looked out of the window. Do you feel guilty about that in any sense?
No, no, I feel proud. To me, it's not a crime, it's a magic trick. It's doing it with prowess, it's a miracle. It's a pencil – it's not like stealing a house, a car or a spouse… I am very comfortable knowing what's wrong and right.

What was the boy's name?
Patrick Pinloche. Actually, I Googled him recently and he is a mayor in a little village in France. The book is going to be published in France next year, so perhaps he'll see it. I like to link back with my past.

Your memoir, To Reach the Clouds, is being made into a feature film starring Joseph Gordon-Levitt as you. Have you met him?
Yes, we have met and more than that, I gave him a two-week private workshop, teaching him high-wire, magic and juggling.

Was he any good?
Yes, he actually was very good. After two weeks, we put a wire up 6ft high, 30ft long and he did a single crossing by himself.

You started busking at the age of 15 and developed a street persona called Lippo. Is he different from you?
That is interesting. That's a question I have never been asked. He is not different and he is different. I created this character 50 years ago so you can imagine, my silent comic character has evolved over time. He is very facetious and constantly observing the crowd… His character is very spontaneous, which I am but, at the same time, when I prepare a spectacle, I leave nothing to chance, I am very methodical. But the heart of it is exactly who I am because I refuse to grow up. There is a child inside me that wants to come out and do something to surprise all the adults.

Do you think you're difficult to live with?
Yes, I think I must be because of my impetuosity. I love or hate things straight away. I like to go directly to action to see the result. I think I must be difficult but, at the same time, it's not for me to say.

Creativity is published by Riverhead (£16.49) on 24 July