The Blur guitarist – who has also recorded seven solo albums – explained while he headlined stadiums with the "Song 2" group, he enjoys performing in more intimate spaces for his solo work.
Speaking at London"s Proud Gallery venue, he said: "This whole venue is about as big as the entire stage Blur were playing on at Glastonbury a couple of years back. This is one of my favourite venues though.
"I mean, it could do with a few more inches on the stage so I can fit all the band on there - we have six people playing tonight - but overall this is the best. I prefer smaller, louder, sweatier gigs."
Graham admitted that even Blur played may shows in "pokey little toilets".
He added to website Drownedinsound.com: "Whoever I"ve played with, we"ve always played pokey little toilets at various points as well as the bigger places, so for that reason I tend not to read too much into it.
"I remember going out on tour with the Kaiser Chiefs when their first album came out, and we were playing these huge venues, and then straight after I did my own shows at places like the Buffalo Bar in London, and people were coming up to me saying they"d seen me on the Kaisers tour and surely it should have been the other way round with them supporting me?
"Which of course it shouldn"t because they were selling out venues much bigger than the ones I was playing in at the time!"‘Like’ our Award Winning facebook page and be entered into a draw to win 1000 CDs including rare, signed and promotional copies here!