"Why it took so long, I don't know. Really, when we got in the studio together, it was done in four-and-a-half days. It's a bloody miracle. It's like a miracle late baby in a marriage and we're all thrilled to bits."
A miracle that was sprung on an unsuspecting public in February, with the release of single Go Out and the announcement an album was to follow just two months later.
"It was really precarious," says James of their comeback.
"It could have so easily never have happened. I think the longer it went on, the bigger the mountain it was to climb to make another record.
"That was why it was vital to keep it a secret. It was really hard work to keep it a secret."
The slow trek to conquer that mountain began in 2012 at the London Olympics.
"If it hadn't been for the Olympics, we might never have played together again. We were asked to do this big show in Hyde Park on the closing day of the Olympics and we all felt we couldn't really say no to that."
It was, he says, the best show they've ever played.
"We thought, what the hell, let's go and do a few shows in places we've never been before. It was brilliant."
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For that tour they stopped over in Hong Kong on the way to Taipei. But the show was cancelled.
"We were all in Hong Kong with our guitars and nothing to do. So Damon was like, 'shall we go into the studio, I've got loads of songs'."
Within five days, they had an album's worth of material - and more.
"I think the fact we weren't in a pressurised situation that 'on the 16th of April you will go into the studio and try and make a single'.
"You can hear it in the music, it sounds relaxed. We were just enjoying playing together."
What you can also hear is that classic, unmistakable Blur sound. A sound many thought they'd never hear again, including James.
Just how Blur fell apart remains somewhat unclear. There was no big bust up, it just sort of happened, says James. It was the turn of the century and the band had been playing together for more than a decade. They had survived 1995's Battle of Britpop against Oasis, leaving a trail of drunken and drug-addled debauchery in their wake.
No longer the biggest band in the land, they were still very much in demand. Their last record, 13, reached No.1 on the UK charts (No.2 in New Zealand) and was nominated for the Mercury Prize.
"I think with any band, you get to a point where you need to do something else. Our first rehearsal was in 1988. We all just needed to go and explore other things."
In his autobiography, Bit of a Blur, James writes that Coxon simply didn't show up to record their next album. So they carried on without him and released Think Tank as a trio.
At the time, it was reported Coxon had entered a rehab programme at The Priory.
In a recent cover story in Britain's Mojo magazine, Coxon says: "I didn't quite know what had happened and I don't think Blur really knew."
Thirteen years on it remains clear as mud. But none of that really matters, says James. There are no regrets.
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Away from Blur, James took the opportunity to reinvent himself as a country gentleman, swapping music for cheese. And children.
"I had four children [he now has five] in between Blur gigs. They all thought I was a conductor with orchestras and stuff. They had no idea I was in a band."
These days, he spends most of his time making cheese.
He is the founder of award-winning artisan cheese company Alex James Presents.
For those who think it an odd leap from music to cheese, James disagrees.
"Monks sing in the morning and make cheese in the afternoon," he says matter-of-factly.
"I just really, really like cheese. The closer I study it the more ultimately fascinating it becomes."
He would like to come to New Zealand to learn more about our cheese. We are world leaders, he informs me earnestly.
"It's like Willy Wonka ... the cheese factories out there. They're really technologically advanced.
"I know the guy who runs Britain's biggest cheese brand, Cathedral City, who said he went out to New Zealand to have a look at cheese factories there before he built his massive factory in Cornwall," James says.
Put more simply, James pursues the things he loves.
But it took a near-decade-long break for him to realise just how much he loved Blur. "I genuinely thought I'd played my last Cup final.
"The amazing thing about doing those shows in 2013 was it made us realise that splitting up was actually quite a good idea. "When you do something all the time, you lose sense of what it is and how precious it is."
This time, the band is determined to keep the experience precious. There are no plans for an all-conquering world tour.
Rather, they will pick and choose concerts and venues that will be special.
New Zealand, James says, will definitely be on the list.
The Big Day Out debacle
It's been 18 years since Blur visited New Zealand, performing at Auckland's North Shore Events Centre in October, 1997.
That was meant to change when they signed up to headline 2013's Big Day Out.
But it never came to pass. Frontman Damon Albarn blamed the promoters, telling the Herald: "They weren't being straight with me about things, which they needed to be."
The promoters blamed the band, with one investor saying: "All everyone here has done is kiss their ass."
Regardless of who was at fault, bassist Alex James says it should never have happened and he wants to make it up to us.
"It's the biggest regret of my professional career, that. We owe it to you guys to get ourselves down there."
He also wants to eat our cheese rolls.
"The cheese roll is my all-time favourite snack. Do you know you can't get them anywhere else in the world? That is why I'm coming to New Zealand. I'm going to make it happen."
- TimeOut
