"The truth of life is that nobody cries all the time," says performer Cheryl Martin

A jazz fantasy about loss, love and hope, set among the stars, Who Wants To Live Forever? combines science fact, real-world psychological observation and autobiography with live jazz vocals to ask why some stars shine more brightly than others, human and celestial, and why people love to watch them falling.

Everything is channelled through the music of African-American jazz singer Billie Holiday, the first star Cheryl wished on as a child. “Growing up in Washington DC back in the Seventies, I learnt to sing by singing Billie songs, and I talk about singing along to her when I used to share a bunk bed with my little sister" she says.

"Because my dad was born in 1933 and was young in the be-bop era, he had a really good jazz collection, lots of be-bop, Thelonious Monk, Sarah Vaughan, Nina Simone, Dizzy Gillespie, Charlie Parker, and I was particularly drawn to Billie Holliday. She was my main influence. I suffered from depression from a young age and I guess I was attracted to Billie's sad songs."

Cheryl recalls how, when she was younger, she thought she would grow out of her depression. "It wasn't till my late 40s I realised I wouldn't, and as you get older, your body finds it more difficult to deal with it," she says.

A combination of "better meds" [medication] and "quite intensive therapy" has helped her live with not only depression but also borderline personality disorder. "My first play, Alaska, was all about that," says Cheryl, who moved to England in 1988 to do a PhD on [English playwright] Edward Bond at Manchester University.

She went on to take up a writing residency at the Pit Prop Theatre in Leigh, as well as singing in jazz bands around Manchester, but depression has dogged her through the years.

"In Alaska, I wrote about growing up with depression, trying to commit suicide more than once, and ending up in an asylum in this country," she says.

"Now, in Who Wants To Live Forever?, I wonder why people are so fascinated by falling stars, both human and the real thing. When you're young, even if you're drawn to their songs because you're sad, you don't really understand it, which you do when you're older, when it totally changes the way you sing the songs.

"I guess I was attracted to Billie Holiday's sad songs," says Cheryl Martin

"I used to perform more of the swingy, more poppy, fun side of music and now that's different. I think when I was younger I was in denial, I was in hiding about how I was, so Alaska was my  'coming out' about it."

In Who Wants To Live Forever? Cheryl addresses the subject of how stars are formed and reveals why she loves to go camping under the stars, as well as discussing her family, in particular her little brother and how he died. "They told me a white guy was shooting into cars with black people in them," she says. Her brother was hit, finally passing away 20 years later.

"I was around 51; he was 39, the youngest in the family where I'm the oldest of five," she says. "His death was completely out of the blue, and I explain how it happened. It just really knocked me; it was a terrible time, and so these solo shows I do are about things that other people feel they can't talk to people about, but I want to be truthful about.

"Like how I was suicidal, but my brother, who was a Pentecostal preacher, with two daughters, would have given anything to stay alive."

When Cheryl experienced her last downturn, she became so weak that she had to live with a friend for six weeks. "I'm a full-figured woman normally, but I can lose four stone when I'm sick," she says. Yet rather than internalise her struggles with depression, Cheryl expresses herself through writing and singing. "I know what it is that makes artists want to communicate. We have that drive, and that's why, when I talk to young artists, I say 'you really have to want to do this'," she says.

This explains why she connects with the music not only of Billie Holiday but of Amy Winehouse too. "I talk about Amy in the show, asking why we're fascinated by falling stars, questioning why I'm drawn to Billie and Amy, watching them fall apart. I'm not saying I have the answers but I'm asking questions," says Cheryl.

"I ask why do famous, intelligent people go supernova in their lives: are they bright stars who burn too brightly? Some do so because they were badly wounded in their childhood and nothing can help them. I don't think they want to die; they want to escape, and just sometimes they implode rather than explode.

"In their music, or their art, they're saying things that resonate with you when no-one else says that stuff. You don't go out with a friend and talk about it, because who wants to be upset, but there's something about music that gives you permission to have those thoughts and feelings. Singing is the point where you burst because there's nowhere left to go without singing."

Summing up Who Wants to Live Forever?, Cheryl says: "Like my earlier show Alaska, it ended up being about my own life because I didn’t know how to digest what happened any other way. Most people in society don’t talk about these things either, and people don’t know how to talk to you, but the show is also very funny. The truth of life is that nobody cries all the time."

Cheryl Martin in Who Wants To Live Forever?, York Theatre Royal Studio, tomorrow (May 25), 7.45pm. Box office: 01904 623568 or at yorktheatreroyal.co.uk