The documentary presenter famously interviewed Savile as part of his When Louis Met... series of films, which ran between 2000 and 2002.
His interview with Savile was the first in the debut series, and saw Theroux speak with him at his homes in Leeds, Scarborough and Glencoe.
During the interview, Theroux raised the rumours of paedophilia surrounding Savile, which the Top of the Pops host denied.
Speaking to The Independent, Theroux revealed that he had heard rumours about Savile from a young age, but had never given them much thought.
“Growing up in the 1980s, the idea that Jimmy Savile might be a paedophile or a necrophile, it occupied the same drawer as the idea that a pop star had his stomach pumped and they found 10 pints of semen, or that a Hollywood actor had a rodent removed from his rectum,” he said.
“Both of them are rumours that are not true. That Jimmy Savile goes around fiddling with kids – I thought that was in the same category. The only thing that felt odd later on was the idea that everyone in the playgrounds in the 1980s heard that rumour, so I can only imagine everyone involved in the media would have heard a rumour that there was something dodgy about [him].”
However, Theroux pointed out that there were different levels of responsibility as he referred to the systematic failures that allowed Savile’s abuse to go on for so many years.
“I think one of the things we’ve suffered is this elision of different magnitudes of information, and how exposed you were, how much you know,” he said. “You only have to read the Janet Smith enquiry to realise that complaints were made and disregarded.”
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After Savile’s death in 2011, 450 alleged victims of sexual abuse by him came forward in just 10 weeks. At the time, officials described the scale of allegations as “unprecedented”.
A 2016 review, commissioned by the BBC itself and led by English barrister and former High Court judge Dame Janet Smith, found that Savile had sexually abused or raped people at “virtually every one of the BBC premises where he worked”.
Last year, Theroux said he was “still proud” of the documentary but wished he could have exposed Savile. He had previously described the encounter as “the strangest and most upsetting event I’ve ever been involved in”.
The Independent’s interview with Theroux will be published on Saturday 11 September. Theroux’s latest documentary, The Bambers: Murder at the Farm, premieres on Sky Crime and NOW on Sunday 26 September.