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He said the role had been brilliant fun and he took part in the show for pure enjoyment.
Since leaving the detective drama, he went on to star in The Grand Tour, In the Long Run, and the 2020 series of Strictly Come Dancing.
He also took part in a couple of tours, including Larks in Transit and The Earl of Whimsy, both in 2018.
At the time of his Midsomer Murders episode, fans took to Twitter to express their excitement over his guest role.
One fan said: @BillBailey You are in Midsomer Murders! Reminds me of going to watch Hot Fuzz in the cinema and the pleasant surprise of seeing you suddenly appear.