The fact that Alex James has retreated to a farm in the Cotswolds to make cheese is either the most surprising turn-up for the books ever, or a predictable twist in the narrative of the modern celebrity. Formerly the most debauched member of the 1990s Brit Pop set, Alex James pursued a fast and definitively urban lifestyle for a decade. He was famous (the bass player for Blur), very rich, young and pretty, which facilitated all manner of bad behaviour. Women, private-members' clubs, booze and drugs, a rumoured tendency to do things like sleep under the snooker table of London's Groucho Club ... (Did he really do that? 'Yeah! For about a week! Hee hee!')

He was never quite as messy as Pete Doherty, but in his capacity as 'the dandyish, elegantly wasted alcoholic genius of Soho', who 'blew a million quid on champagne' through the course of his party-boy tenure, he was distinctly - well, naughty. And then, in 2003, he called time on all that. Alex James got sober-ish, married video director Claire Neate, and renounced his bachelor's pad in Covent Garden and his private-member's lifestyle for a 200-acre farm in a small village located between Chipping Norton and Stowe on the Wold.

Why?

Alex is showing me round his farm on a freakishly sunny day in autumn. He's lolloping round in a shambolically charming, floppy-fringed manner. He's still very pretty, although arguably not as pretty as this particular bit of the Cotswolds, which is more cliché-inspiring and idyllic than the countryside has any right to be. All of which makes my question a touch irrelevant - but he answers anyway.

'Claire and I fell in love down here. Her boss had a cottage here where we used to stay. And we got married near here, and so it made sense to have our home here. I never meant to live on a farm. Anyway the rock-star country purchase-of- choice traditionally is a rectory, because they were always the best houses in the village. But we saw this, ... Claire's friends were horrified. They thought I was kidnapping her and taking her to the country to make chutney and babies, which is fair enough, and anyway, I'd probably tried to shag them all before I met her. But now they're all here at weekends.'

Where once he had groupies, an entourage and fans, he's now got sheep ('400 at the moment; more in the spring. Aren't they pretty? We put the good-looking ones in the front fields,') a two-year-old son called Geronimo, and six-month-old twins. Where once he had his own plane ('for goodness sake!') he now has a Volvo; where once he had the Groucho, he's now got a cheese factory. Alex James's Next Big Project is making and selling cheese.

A year ago, he met Roger Crudge, a local cheese maker of some standing. They were introduced by James's farm manager, Paddy (who has just finished work on Madonna's stables). James wanted to renovate another of the farm's many outhouses. 'But you could spend fifty grand renovating crumbling old buildings but it won't add fifty grand to the property. It's like running a small country, running a farm. It's much more expensive than running around the Groucho or the Ivy. So you've got to be more realistic about a farm. Building a cheese factory made sense.'

Alex James, it transpires, has nurtured a terrible passion for cheese. He has something of a history with it. 'The first time [Blur] went to Japan, they said, you have to say what you like, because the fans will want to give it to you. They'll find out what you like, and give it to you. And I could only think of cheese. I was 22 at the time, and really, really skint. So we arrived in Japan to this like regal state welcome, ha ha! And they all gave me cheese. They threw cheese at me! It comes in cans in Japan - there's no actual word for cheese in Japanese, like there's no word for 'sushi' in English ...So yeah, there was a connection with me and cheese. Smash Hits were always very interested in my cheese habit. I've always loved France; and what's that quote from De Gaulle? 'How can you govern a country that's got 300 different kinds of cheese?' Plus I was a vegetarian for a long time. Till we moved to a farm, in fact. I was the opposite of Paul McCartney. He moved to a farm and became a vegetarian. I moved to a farm and started eating meat ... I think I was a vegetarian as a guilt trip, an attempt to be passively benign. But managing a farm is all about balance. On a farm, you can be much more benign with a shotgun, than you can with a nut roast.'

So Roger Crudge and Alex James rebuilt the relevant stone outhouse, and kitted it out with cheese production in mind. They are now in the process of making quantities of Geronimo, a soft cheese (named after James's eldest son) which they hope to have perfected by the end of this month. After that, they have grand plans for other varieties. 'We're starting with soft cheese because it only takes three days to mature, and other cheeses take three to six months. There's one that takes nine or 10 years to mature. But generally, cheese is like champagne - it doesn't get better with age. Cheese goes waxy. Champagne goes sweet. Anyway, my other cheeses - I want to give them all stupid names. Churchill Lady, I like; and Cotswold Slapper. And Rotten Bastard. Oh. Mad Bitch! And, and I want a triangular one called a Wedgie!' He shows me a board, to which is pinned a list of prospective cheese names. He's going to sell them locally, he says; for example, at the Daylesford Farm Shop, the terrifyingly expensive, hilariously over-staffed organic extravaganza owned and run by JCB heiress Lady Bamford. He'd like to sell to Fortnum's, Harrods, the Ivy even. He's spent so much money there over the years, he points out, that it would be nice if they reciprocated. But essentially: 'It's like, equivalent of saying, "Oh, we're just going to make music, and if people listen to it and like it, then great." He laughs. 'I love cheese. And I think, if you know how to make cheese, you're always going to have a bit of cheese, aren't you? Ha ha!'

Alex James is very happy to discuss cheese. He's fluent on the subject. He talks about the evolution of the first cheese ('It happened by accident probably - from horse milk') and about his neighbour Juliet Harbut - 'a wonderful lady, a real mover and shaker in the cheese world.' He tells me that you can't make cheese from human breast milk: 'Oxford University have tried! I once made a very nice cappuccino with it though. Claire had been boozing, and the maternity nurse, who was very bossy, told her that she couldn't use the milk. And there was loads and loads and loads of it, so ...'

He makes me try a vacherin; 'It's like ice cream, isn't it?' He tells me that Roger Crudge has signed him up for a cheesemaking course, and that he's excited; and that a farmhouse cheese 'is like a living thing.' There's no doubting his enthusiasm for cheese, for country living, and for agriculture, which he thinks 'has branding issues'.

However, while Alex James has clearly embraced country life passionately, while he peppers his cheese monologue with cheery pensées like: 'From hard drugs to soft cheese! Ha ha! That's me! From boozy, vegetarian vampire of the Groucho Club, to rural sober family man!'; there's still something residually rock-star about him. He and Claire spend at least a night a week in London 'ideally in Claridge's, because there is just absolutely nothing wrong with Claridge's, is there?'

Traces of his old life hang around the farmhouse like spangly groupies. There's a picture of him with one arm draped around Kate Moss and the other around Sam Taylor Wood, in the loo. A painting of Graham Coxon (the Blur guitarist who introduced James to lead singer Damon Albarn) hangs in the stairwell. It is one of a set of portraits of the four members of the group, painted by artist Julian Opie for the cover of Blur's Best Of album. 'I've got Graham, Graham's got me, and Damon's got himself!' says James. His frame of reference is a rock star's; he compares the function of Paddy the farm manager with that of his old music business manager; he's got an album-cover designer working on the cheese packaging 'because it's got to be hip, hasn't it?'

He and Claire move in what passes as a glamorous set in the Cotswolds - a part of Britain which is famously populated by A-listers of the Elizabeth Hurley, Kate Winslet and Sam Mendes and Kate Moss variety, anyway. Claire's best friend has moved to a nearby village, where she's opened a gastro pub with a Babington House-style concern attached. It is, James says, more Notting Hill than Notting Hill round here these days. He takes me to Daylesford Farm Shop, spa and clothing emporium so that we can giggle at the prices and the dog yoga (Doga) books, and the absurdly good-looking staff; and then he spends 50 quid on a Daylesford lunch for us all. He's very hot on marketing. 'I think you could make money from agriculture, if you could get the blueprint on a farm shop right, I really do,' says James. 'Not like Daylesford, where the sheep farmers are too scared to go in! But get it right, replicate, bam bam bam, all over, Pret-A-Manger style.'

But still, I believe Alex James when he says he doesn't miss being completely immersed in the rock-star life - regardless of how much of it he's holding on to, of the stuff he's shipped out, brick by brick, to the Cotswolds, the elements of city life that he doesn't even realise he's recreated here. 'All the good things about being in a band - boozing and shagging and being stupid - I don't want to do those any more. It's a really hard thing to let go of. Being young and in a band. But thank God, being here helped me realise that ... I just don't need it any more.' He smiles. 'And I'm writing my autobiography so, I think as long as you've got some outlet for feeling like you're important ... ha ha! And it was feeling dangerous! God, yeah! If more people had had swimming pools, more people would have died in them. You know what I mean? Did anyone actually die? Hmmm ... not sure. But ... well, when your friends start going to the Priory ... you wonder: am I going to end up there? Claire saved me from all that. And having kids. And being here.'

And cheese?

'And cheese! Ha ha! And now ... I love the mornings. God, I love the mornings.'

While the photographer shoots him, James starts plucking out the chords of the Blur hit 'Country House' on' his guitar, the chorus of which runs, 'He lives in a house, a very big house, in the country ...', the spirit of which attacked those affluent urbanites, who retire to the country the moment the city starts to feel like hard work. He appreciates the irony, he says. But he doesn't care. He laughs. Alex James laughs a lot, and you can hardly blame him. I promise I'll try and keep all references to the song out of the article's headline. I fail.