"When I was a child my mother used to send me down to the cellar for potatoes," the Norwegian writer told AFP.
"I knew if I ran it would take me about 20 seconds, but in those 20 seconds down in the dark I could more of less write a horror novel.
"On the shelf above the potatoes there would be this yellow man sitting there. I knew he wasn't there but when I came up I was pretty sure I had seen him," said Nesbø, whose bestseller "The Snowman" has now been turned into a Hollywood film starring Michael Fassbender.
"I was drawn to these stories very early," said the former professional footballer who is almost as well known in Scandinavia for his rock group Di Derre as for his novels, which have sold some 34 million copies worldwide.
Even so, the wiry and athletic Nesbø, 57, admits that he is easily spooked himself.
"I more or less cannot watch horror movies. It is probably because what happens in my imagination when I write a scene is much worse than what happens in movies," he said.
This fascination with the dark side proved unsettling for his teachers at school.
"When I was asked to write essays about a 'Nice day in the woods' nobody would come back alive," he laughed.
"My teacher in second grade would call my mother and ask, 'What is going on with this kid?'"
Yet Nesbø came to writing late having had his football career cut short by injury when he was a teenager at Molde, the club that would later produce Manchester United striker Ole Gunnar Solskjær.
Having tasted that early disappointment, Nesbø never gave up his day job as a stockbroker even as he became one of the most successful musicians in the country.
It was only when he was 37 that he came up with Harry Hole, the vulnerable, alcoholic and utterly obsessive Oslo detective with whom he would make his name internationally.
The idea came to him on a long flight to Australia and he locked himself up in a hotel room on his arrival to write "The Bat".
The 11th of his Harry Hole thrillers, "The Thirst", is already a blockbuster as it rolls out across the globe in 40 odd languages.
In it Hole, now a lecturer at the Oslo police college, finds himself in a very unusual situation -- he is happy and settled in a comfortable loving relationship with his partner Rakel.
"Harry does not have much experience of being happy," Nesbø observed dryly.
And of course, it cannot last.
Young women using the dating app Tinder begin to die in horrific circumstances at the hands of a "vampirist" wearing lethal dentures. Harry is called back and must confront his old demons.
Nesbø insisted he did not set out to make women the killer's principal targets.
"As I say in the book, men are at much greater risk of being murdered. However, emotionally women feel less protected.
"And you are always more scared if you see the world through the eyes of a woman," he added on a promotional visit to Paris.
"As a man it is sometimes strange if you are walking behind a woman in the park and you can see her stiffening and quickening her steps and you realise she is afraid of you.
"I find that appalling, that a woman can feel afraid walking through a park in her own city, but it is true, and you find yourself thinking, 'Is there a way I can walk that won't make her think I am going to attack her?'"
Unlike many other Nordic noir writers, Nesbø said he eschews the "tradition of real crime police procedurals. My books are quite far away from the realism of modern Scandinavian crime fiction," he said.
Less political than his Swedish peers Stieg Larsson and Henning Mankell, Nesbø said he was obsessed by the question of evil.
"I use the crime genre to ask whether evil exists, what is it, and what is morality?
"Is it rules so societies may run more efficiently or is there an innate morality that we are born with?" he said.
And has Nesbø found an answer? "No, not yet," he smiled.