Alex studied English and Theatre Studies at Warwick University, before training at the Bristol Old Vic Theatre School. He has won many awards including the 1989 Laurence Olivier Theatre Award for Best Comedy Performance as well as the 1988 London Critics Circle Theatre Award (Drama Theatre Award) for Best Actor for Too Clever By Half.

Among his TV appearances are roles in Lewis, Being Human, We'll Take Manhattan, Whitechapel, Cranford, Waking the Dead, Spooks and Inspector Morse.