He is the quintessential New Yorker but Woody Allen says he would love to make another movie in London. “The weather is cool and the skies are grey, which is very good for the kind of dramas I like to do,” he said.

The Oscar-winning director has made three films in London, including his latest, Cassandra’s Dream, and he believes that the city best matches his melancholy temperament, as well as affording him creative freedom. In America, he says, he has felt stifled by an insistence on seeing scripts and commenting on casting.

His name may be synonymous with bittersweet comedies – with Play It Again, Sam and Annie Hall among his enduring classics – but Allen says he has always wanted to write serious dramas rather than comedies.

“It just so happened that my most obvious strengths have been comic, but I wanted to write about tragic things. Finally I’ve got the chance to do that as I’ve got older. I do have a bleak, pessimistic view of life and man’s fate, the human condition. But I do feel there are some extremely amusing oases in that morass.

“I’ve always felt that life itself – and this is no brilliant observation – is a tremendously tragic event, a real mess with comic moments. I’ve always wanted to be a tragic writer.”

Cassandra’s Dream, a murder story about the nature of ambition and guilt, is receiving its world premiere at the Venice Film Festival. Ewan McGregor and Colin Farrell play two Cockney brothers who are lured into a life of crime by a beautiful girl, played by newcomer Hayley Atwell.

Allen began his career writing jokes for Bob Hope before he pioneered a new brand of romantic comedy, casting himself as an extreme of the angst-ridden urban everyman. His comic talent won him Oscars for his movies Annie Hall and Hannah and Her Sisters. He said of the new film: “It is a story of some very nice young people who get caught up – because of their weaknesses and because of their ambitions – in a tragic situation that they bring upon themselves. They mean well. They were raised decently, but it turns out that events and their own actions bring them to a tragic demise.”

Asked why murder has featured in his recent films, he said: “Murder is a fundamental staple of drama. I’ve always been interested in murder and the dark side of drama and tragedy.

"Murder is just one of the tools that playwrights and film-makers have used for centuries, whether it’s Greek tragedy or Shakespeare. It is thwarted with dramatic possibilities.” Allen was loudly applauded by hundreds of international critics who attended his press conference. One of them thanked him for creating another “masterpiece”.

When he made Match Point in London two years ago, it was widely assumed that it would be a one-off. But it proved to be Allen’s most commercially successful film. He then made Scoop, yet to be released.

Allen has repeatedly cast British actors because he believes that they add an element of “flawed naturalism”. Ewan McGregor said that acting under Allen’s direction was “not like working for anybody else”. Allen shot films at an astonishing speed with few takes, he said. “You have to raise your game.”

He joked that it also allows actors to get home by 4.30pm and “have a life”.

Allen praised his cast, saying: “I write the characters as best I do . . . You imagine it’s in the writing. Some is, but a huge amount comes from the actors . . . Suddenly typed lines on a page become flesh and blood.”

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