Richard Gadd won the Edinburgh Comedy Award in 2016 with his Monkey See Monkey Do, exposing a serious sexual assault he had experienced several years earlier. Baby Reindeer – whose title assumes a skin-creeping significance – is his theatre debut, though it still contains plenty of pitch-black humour. And its subject is another harrowing period in Gadd's life.

He first encountered Martha as a customer in the bar where he worked, taking pity on the downcast woman and offering her a drink on the house. It was an innocent gesture that led to years of obsession, threatening emails and phone calls, attacks on his family, landlady and partner, and the destruction of his confidence.

Baby Reindeer is a chilling, claustrophobic but thoroughly gripping hour of theatre, expertly structured and paced by director Jon Brittain to slowly reveal the ever more horrifying extremes of the stalker's obsessions, yet pointing the finger, too, at Gadd's own culpability and involvement – there's no self-pity here. It also feels like an act of defiance, even an exorcism, as though picking apart these issues in front of an audience, as with Monkey See Monkey Do, is the only way Gadd can process and own them. He's a nervy, restless performer, stalking the stage with barely bottled-up rage, and his message seems to be a dark one: don't trust anyone. A despairing conclusion, but by the end of this devastating hour, it's all Gadd has left.

Roundabout @ Summerhall, until 25 Aug (not 13, 20), times vary, £14–£16 (£12–£13).