It would be hard to imagine a more sinister sequence of self-portraits than those lurking at the start of this riveting Walter Sickert survey at Tate Britain. The artist paints himself glowering in a miasma of shadows, one eye homing in on you like a target. He hovers menacingly behind a bust of a bare-knuckle boxer. He is a grizzled Lazarus attacking his first posthumous meal, a man in a bowler hat tipped at an angle to match his barbed and sarcastic glare. Or he is a single arm, barring the way between a nude model and what might be us – or, more frighteningly, the exit. This is how Sickert (1860-1942) wished to be seen and known: as a man who must never be taken for granted, a disrupter, an actor, a menace, a taunt. The self-portrait in the bowler hat, painted when the artist was 46 years old, is facetiously subtitled The Juvenile Lead. But it always feels as if Sickert is mocking the viewer as much as himself. For it is too easy to describe him as a theatrical artist. Sickert started out on the stage, after all, playing minor roles for the actor-manager Sir Henry Irving. His art is undoubtedly garrulous, ostentatious, even sensational. He painted London theatres over and again: tiers of balconies rearing upwards like vertiginous cliffs, workers pressing precariously through the railings in the gods, rows of dark faces barely lit by the limelight far below. The singer Ada Lundberg belts it out to a gawping crowd at Marylebone music hall. In the footlights of the Tivoli, the actor Minnie Cunningham turns into a glowing scarlet ghost. Tate Britain is showing Sickert’s 1906 Gallery of the Old Mogul, in which the black backs of men craning forwards to see block out all but a corner of luminous grey screen: what may be our first painting of a movie. In later life he even painted scenes from productions of Shakespeare. But the question is what Sickert is staging in his own theatre, that dank land of rented rooms, sickly streets and gaslit pubs where men and women are at stalemate. The aesthetic origins are clear enough. Sickert – half Danish, student of Whistler, friend of Degas, admirer of Bonnard – continually aspires to European modernism. The debts are everywhere visible in the show. The most famous painting here, Ennui, pays direct homage to Degas’s drinkers stalled over their absinthe in Paris cafes with more than just its French title. Five feet high, it is an immense snapshot of suicidal boredom. The glassy-eyed man lolls over his half-empty pint at the table; the woman leans on the chest of drawers, staring straight at the imprisoning walls. Next to her is a case of stuffed birds, trapped in a bell jar of their own. “It is all over with them,” wrote Virginia Woolf, imagining that innumerable dull days had crushed them like “an avalanche of rubbish.” But the scene is conspicuously staged (to be reprised four more times), and eagle-eyed visitors will recognise the same models in other paintings. Hubby, as he was called, seems to have been an acquaintance of Sickert who had fallen on hard times; Marie was his cleaning lady. He has these working people pose again and again. Hubby is just edging out of the scene on the way to the pub, just arriving, or terminally slumped. He reappears, with his sleeves menacingly rolled, over a naked woman on a bed in one of the so-called Camden Town nudes. Tate Britain has not shied away from showing a whole gallery of these paintings, which are shot through with suppressed malevolence – a horrible aura of voyeurism, encroachment or outright violence. The relationship between the prone and naked woman and the clothed man, seated or standing, is disturbing enough. But in at least one painting, the notorious L’Affaire de Camden Town, the female body looks beaten like a heap of purpling meat in the gloom, and she is either shielding herself from the man above her, or she is already dead. Sickert so often fudged (or simply fumbled) human anatomy that the question is how hard he worked to achieve this dark ambiguity. The title of this particular work refers to the murder of a woman named Emily Dimmock in Camden Town in 1907. Sickert’s paintings are a queasy conflation of crime scene, studio setup and social history, and he liked to confuse things further with deflecting titles. One picture is called What Shall We Do for the Rent? The last essay in the show’s excellent catalogue presents some forensic evidence about Sickert himself. It turns out that he was one of many people who wrote hoax letters to the police pretending to be Jack the Ripper. The coincidence between this revolting act and his paintings seems (to me at least) to lie in the emotional limitations of Sickert’s art. Whatever is happening to his subjects, it only ever seems at first – and sometimes last – like a pretext for forms, for shapemaking and design, for a startling palette running incandescent to dun, ultimately for the fascination of brushmarks. Mood is more important than meaning, tonal harmonies more than mankind. Of course there are exceptions where everything unites. In 1915, Sickert painted the Brighton Pierrots performing at dusk to an audience of almost empty deckchairs on the front. It is a hectic interplay of lime green, sulphur and pink in which the performers’ faces – typically featureless – are rouged by gaslight and dying sun. The gunfire of the western front could already be heard, at times, along the south coast. The picture has a brilliantly false end-of-the-pier gaiety. This show is superbly curated to give you Sickert whole. It does not ignore the repetitive tedium of his Whistlerian nocturnes or his roseate Venetian facades. It includes paintings by Bonnard and Degas that reveal just how much Sickert borrowed from his peers. And it never ignores his obsession with theatrical lighting. One of the most exaggerated works here is a portrait of a fellow artist sitting by a fire, its flicker turning her into a bug-eyed cartoon. The last gallery astounds, even today, with its photo-based paintings from the late 1920s and 30s. Alexander Gavin Henderson, 2nd Lord Faringdon descends a staircase, all in white, like a bleached Luc Tuymans. Edward G Robinson and Joan Blondell leer out of the limelight of a gangster movie poster in an amazing work of proto pop. Most haunting of all is a portrait of Edward VIII emerging from a limousine in 1936. It shows Sickert as the most incisive – and premonitory – of history painters. The king’s legs are spindly, his sideways gaze shifty and he holds a busby to himself like an impotent shield. He is fading out already, eyes and face growing spectral in Sickert’s pale paint. Two months later, he will abdicate.