His novels are hugely popular: they have sold in their millions around the world, have been translated into more than 40 languages and are being adapted for movies.
He enjoys the freedom life as a writer gives him: "It's the greatest job you can have, you don't have bosses, you can get up when you like - except when you're on tour."
Tours like the one he is now on, two months on-and-off visiting Taiwan, Australia and New Zealand. Nesbo is in Wellington as part of Writers and Readers Week in the New Zealand International Arts Festival.
"People told me New Zealand would remind me of Norway. So far, it doesn't," Nesbo says en route to Auckland Airport to catch a flight to Christchurch.
"It's more exotic. I'm going to travel south now and when I get there from what I hear the nature and geography should remind me of Scandinavia."
Look for his novels spread across shelves in book stores and covers will hold a sticker proclaiming "The next Stieg Larsson" - another Scandinavian crime writer known for the wildly popular Millenium trilogy - a comparison Nesbo does not want or enjoy.
Understandable, too, considering Nesbo's first book, The Bat, was published in 1997 - eight years before The Girl with the Dragon Tattoo was published in Sweden.
Nesbo has had multiple reincarnations in his career - initially he dreamt of becoming a football star, but a knee injury ended that.
With a degree in economics, he then became a stockbroker, before his rock band Di Derre hit the big time in Norway. He still performs regularly, these days in more pared down shows at small clubs with a couple of friends. The gigs give him the balance between days spent writing alone and nights interacting with musicians and music lovers, he says.
And somewhere along the line he fell into writing - realising quickly he had a knack for story telling, creating plots dripping with suspense.
"There's a special contract you have with the reader. It's almost interactive, given you're supposed to trick the reader while the reader is supposed to try to figure out what you're doing.
"It's a dialogue I find interesting, you don't find that with other genres, it's like a playfulness you have in crime fiction."
His books also talk about social and political issues of the contemporary world, something he is aware of although it is not his agenda. "I do feel it's interesting but nonetheless it's not my mandate."
A Norwegian adaptation of Headhunters was released in New Zealand on Thursday, coinciding with his visit. Despite the movie posters carrying his name, he doesn't feel it is his story on the silver screen. "I was going to say I don't feel any ownership, but that's not right. I feel some kind of ownership. [But] I don't think it's my vision or my story. It's the story of the director."
Next up for adaptation is The Snowman, to be filmed by the illustrious Martin Scorsese.
"I've been a Scorsese fan all my life, well, from the first time I saw Taxi Driver. As a student I had a poster of Taxi Driver hanging on my wall."