While it touches on a number of issues with its wide-ranging style, the overarching theme of My Dinner with Andre is the relative merits of a free, unencumbered, and improvised lifestyle versus a more normal and stable domestic existence in the pursuit of fulfillment.

A subject frequently explored in literature and film and perhaps most notably analyzed in Leslie Fiedler's Love and Death in the American Novel, the tradition of men in flight from domestic life and in search of adventure animates our literary history from Moby Dick to The Road.

The type of spiritual adventure which Gregory hypnotically describes in the film became almost commonplace for young people in the 1960s and 1970s. For the director, it was an attempt to escape what he felt was the emptiness of his life and the kind of work he had been doing in the theater. As he explains, both he and his colleague Jerzy Grotowski were powerfully influenced by the teachings of Russian mystic George Gurdjieff, which involved grueling physical, emotional, and intellectual rituals for those seeking true enlightenment. In pushing himself to the limit in this way, Gregory conjures the conceptual art of the 1970s and especially of performance artists such as Chris Burden. Underlying all of his activity was the belief that the restrictive nature of society— the "discontents of civilization," so to speak—ultimately had a crippling effect on one's spiritual and emotional development.

The argument for what most would consider a normal life seems to be convincingly and humorously made by Shawn. Why go to such extremes? Why is it so difficult to appreciate the simple pleasures of an orderly domestic life? After all, isn't it terribly self-indulgent to pursue apparently useless activities because they enhance your sense of well-being? Although the film tends to stay within the boundaries of the comic, Shawn suggests the potentially more serious implications of such behavior: what happens to the marriages and especially the children of men and women who decide to take off like this? As persuasive as Shawn's reasoning is, one comes away with the feeling that he, himself, is not completely convinced.