TORY Brexit Secretary David Davis won over what was probably not a hugely sympathetic crowd as the surprise guest at the world premiere of Alex Salmond… Unleashed at the Assembly Rooms.

Salmond said he and Davis had been “good pals” for years, and had worked together on their campaign to have former Prime Minister Tony Blair held to account for the war in Iraq.

The former SNP leader, whose Fringe show runs for the next two weeks, introduced Davis as “the next Prime Minister of the United Kingdom, perhaps the last Prime Minister of the United Kingdom”, calling him the “acceptable face of Brexit”.

The two talked candidly during a 30-minute question-and-answer session, with Salmond teasing Davis about being the bookies’ favourite to replace May as Prime Minister.

“That’s the most dangerous place to be” Davis joked, before adding: “I’m really a very bad leadership campaigner,” referring to his bid for the role in the 2005 contest that followed Michael Howard’s resignation.

Davis also revealed that May asked if he wanted to be called Secretary of State for Leaving the European Union or Secretary of State for Exiting the European Union when he was appointed to her Cabinet last year.

He said: “I’m afraid I was a victim of my own sense of humour and said it’s got to be Exiting – then it can be Department X.” Commenting on the Prime Minister’s reaction, he replied. “Not a thing.”

Asked if he was saying “the Prime Minister didn't have a sense of humour”, he joked: “I told you what this would do to my career.”

Salmond, who was one of several high-profile SNP MPs to lose their seats in June's General Election, was asked by an audience member if he would consider standing for an English constituency – May's seat of Maidenhead in particular.

He replied: “Let’s see how things develop.”