Lock frequently appeared on stage, television and radio. His routines were often surreal and delivered in a deadpan style. He also wrote material for Bill Bailey, Lee Evans and Mark Lamarr. Lock was voted the 55th-greatest stand-up comic on Channel 4's 100 Greatest Stand-Ups in 2007, and he was upgraded to 19th in the updated 2010 list. He was a frequent guest on other panel shows, including BBC's Have I Got News for You, QI and They Think It's All Over.

Lock was born in Chertsey, Surrey, on 22 April 1963, the youngest of four children. His father, Sidney, worked in the building industry; his mother, Mary (née McCreesh), was from Cullaville, County Armagh. Lock was raised in Woking, Surrey, where he attended St John the Baptist School.

During Lock's teenage years, he watched art-house films on BBC Two, and named Andrei Tarkovsky's 1979 science-fiction film Stalker as one that affected him greatly. In 1981, he left education with a grade E in English A-Level.Afterwards, his father got him a job stripping concrete panels off buildings. After spending seven years as a labourer, he travelled, taking on different jobs. For six weeks, he worked on a French farm as a goat herder and worked on a kibbutz in Israel. During this period, he also worked as a toilet cleaner and a Department of Health and Social Security office worker. During his work as a labourer, he developed skin cancer.

He then decided to pursue acting and enrolled at the Drama Centre London, though he soon realised he had made an error. He quit and returned to being a labourer. After Lock saw comedians like Alexei Sayle and Paul Merton performing in comedy clubs, he decided to pursue comedy. Throughout this time, he visited comedy shows in London pubs and started doing open-mic spots as a hobby. In 1988, Lock had his first official gig at a pub in Stoke Newington, London. After being paid £15 for his 20 minutes, he realised he could pursue being a comedian as a career.