"It is wonderful to have live interaction with your with your audience," Gaurav told IANS.
"You get to see their reaction right there. They dance with you, sing with you, clap for you... so live shows are unmatched. They give a natural high," added the actor-anchor.
Starting April 7, "Jhumroo", a new musical, will be shown at the Nautanki Mahal of Gurgaon-based live entertainment destination Kingdom of Dreams.
The actor, known for his work in shows like "Jassi Jaisi Koi Nahin" and "The Great Indian Comedy Show", says theatre, and that too in a "majestic environment" like Nautanki Mahal, is a "different ball game" altogether.
"On TV and films, it's different. You have close-ups and other shots to emphasise various emotions and moments. But in a huge theatre like the one where we will perform, the voice, the body language and expressions need to be bigger. It's a great new challenge for me," he said.
"Jhumroo" is the story of a simpleton, a Kishore Kumar fan, who wants to make it big in the singing world. Backed by 19 popular Kishore songs, preparing for the musical has been a personal treat for Gaurav, who loves the legendary actor-singer's melodies.
"I have been a huge fan of Kishore da's music. So it was all the more entertaining to be a part of this musical. 'Jhumroo' is a fun show with lively numbers," said the actor, who has been working towards the show's development for the past nine months. Thanks to the show, he says he is currently his fittest ever.
"We have a very tough training and our schedules are long. Also, one needs the stamina to sustain a fast-paced show for two-and-a-half hour. There are aerial acts, there's tough choreography and acting...it's not easy.
"I never used to go to the gym to workout. But this show has made me very fit," he said. "Jhumroo" has also given Gaurav a chance to come back to his home and parents in Gurgaon after 13 years.
"I am from Gurgaon. I left 13 years back and went to Mumbai to work there. Thanks to 'Jhumroo', this is the first time since then that I have stayed with my parents for so long.
"Otherwise, I used to only stay at home maximum for a week. But I'm loving being home and eating 'ghar ka khaana' (home-cooked food)," he said.