The movie opening on Wednesday is a fun action-adventure that has more than a few laughs, but it's more ambitious than the star's previous films.
The line between fantasy and real life blurs for this daydreamer.
The man who plays "Walter Mitty" and directed the movie about his 'secret life' says there is a little bit of him in each of us.
""I think we all have an idea of who we want to be that doesn't quite exist in reality," said Stiller.
Kristen Wiig plays Mitty's co-worker, the object of his affection and the focus of his fantasies.
"I think we all daydream. We all wonder 'what if?' We all can see our lives going a different way," said Wiig.
The two work at the old Life Magazine which is in the process of shutting down, and the plot has 'Mitty', played by Ben Stiller, in reluctant pursuit of one last photo for Life's cover shot by an elusive photographer, played by Stiller's pal Sean Penn.
By now you have probably figured out this 'Life' is not laugh out loud funny.
"I like movies that don't necessarily fall into one genre: that can be sort of a few different things cause I sort of feel that's what life is like," said Stiller.
His new film is part drama, part adventure, part love story with a nod to digital dating.
There are quite a few laughs, but those expecting one of his big, broad comedies full of gross humor, well, this is not it.
"I think also in the last few years movies have gotten sort of very segregated, you know in the types of movies people - 'Oh I'm going to see a big comedy or a big action movie', and I think it's nice to have a movie that can be a few different things,' said Stiller.
I really liked this movie and it may surprise you to learn that it marks a return to Ben Stiller's roots.
He told me, as the son of two comedians, Jerry Stiller and Anne Meara, he wanted to branch out from them and do dramas and he wanted to direct.
He clearly inherited the 'funny' gene, so that's how he made his name, but he's aiming higher here.