More than 118,000 seats were booked for his gigs at the 13,500-capacity Clay Pit Lane venue after fans desperately called “exceptionally busy” hotlines this morning.
It was originally announced that Lancashire-born Kay would perform on October 2 and 3 next year.
The arena said this afternoon that all but one show were thought to be sold out.
Kevan Williams, head of marketing and communications at the arena, said: “It’s already the biggest run of any individual artist we’ve ever had here.
“The first dates were pretty much in [shopping] baskets as soon as we went live.
“For us it’s going to be the biggest in terms of numbers. The demand was there for the likes of Prince and Green Day but they only did one show each, so this one has surpassed all that.”
Kay is due to perform more than 80 shows nationwide after first announcing just 26.
The multi-award-winning actor, writer, director, author and producer recently announced the return to stand-up with his first live tour in eight years.
His last one in 2010, which still officially ranks with the Guinness Book of World Records as the biggest selling comedy tour of all time, played to more than 1.2 million people.
Speaking last week about his return, he said: “I really miss it. I know how lucky I am to be making television series and have really loved these past few years working on Car Share but I miss doing stand-up. As terrifying as it is, when it works there’s nothing more fun and exciting.”
Dad-of-one Kay first started as a stand-up while working as an usher at a cinema in Bolton.
As well as achieving early success with That Peter Kay Thing and the sitcom Phoenix Nights, he has had a recent hit with his BBC One series Car Share.