Mike Parr is sitting on a stool in a long, white dress in a large room. He’s just finished having his make-up done in a garish, ’80s style. The room, in the National Art Gallery in Canberra, is bare except for Jackson Pollock’s Blue Poles hanging on the far wall.

A woman walks over and inserts a needle into a vein in the back of Parr’s hand and pulls the end of the syringe slowly, slowly. Blood leaks into it.

“It’s warm in here,” I think. “Should I take off my jumper? No, I’m wearing a thermal singlet, which isn’t really appropriate for the opening of an exhibition (Mike Parr: Foreign Looking).” Hot flushes pass over my body in waves. It’s probably just the bad cold I have.

The first syringe is full and a second is now being inserted into Parr’s hand and is drawing blood. “How are you feeling?” the PR looking after the exhibition asks me. “Actually, not so good … ” I remember saying before my vision goes black.

I wake up with many hands holding me up in a slumped crouch. “Get her some water.” “She’s really warm.” “Should we put her head between her legs? Do you still do that?” I can hear people clucking around me as blood keeps leaking out of Parr’s arm. After a few minutes’ recovery on the floor, I leave the crowd to watch the performance (called Pollock the Female) on the screen in the foyer. After about five vials of blood have been taken, the make-up artist comes back, dips a brush into a bowl of Parr's blood and repeatedly flicks it over him, while he lies on the floor with his eyes closed in the middle of the room. His white dress is soon covered in red spots. The audience sips champagne and eats canapes.

You can see another one of Parr’s performances; just don’t expect the same thing (or to react as I did, as long as you’re appropriately dressed and in good health). “[He] never repeats a performance exactly the same,” says Roger Butler, co-curator of the exhibition and senior curator of prints, drawings and illustrated books at the NGA. “He puts something in that upsets the balance. Otherwise it’s impossible to keep the same spontaneity. It’s like with Jackson Pollock, they would film him painting and ask him to do the same spontaneous brushstroke over and over … Mike always builds ways of reinvigorating it so it’s never a dead copy of itself.”

Performance art is what Parr is most famous for. He was born in 1945 in rural Queensland with a misshapen arm, which has featured in his art in different ways. In 1970 he founded an artists’ cooperative and exhibition space called Inhibodress with Peter Kennedy. His output in the ’70s was dominated by performance pieces that often tested his endurance and were designed to shock the audience.

Parr says in an interview, “You do things eruptively in front of the audience; maximise a state of reciprocal anxiety but hold the tension so people can’t intervene and stop it happening.” He focused on drawing in the ’80s “to make money” but returned to performance art in the ’90s.

You might have heard of a 1977 performance during which he hacked off his arm with an axe. It was actually a prosthetic and filled with liver and blood. The performances are not always bloody, but they are always designed to make the audience uncomfortable. The purpose of this exhibition is to show, side by side, all the different mediums Parr has worked with so his art can be seen as a whole. There are six main galleries and a display of the artist’s diaries in the foyer and films in the theatrette. Seeing so much of Parr’s work at once makes the connecting themes that run through his career clearer; he engages with what’s happening at the time in politics, art or society; plays with time and memory; and tries to shock and challenge.

“He's had a practice for over 40 years, it's about time we devoted a whole exhibition to his work. I’m surprised it hasn’t happened earlier,” says Butler.

“In Australia is he's been typecast at different times as being a printmaker or a performance artist or a filmmaker, so people would have concentrated on individual parts. This is the first time anyone's tried to put all his work together; not seen the parts in isolation ... to see how they bounce off each other.”

The tension in Parr’s work is evident in every section of the exhibition. In the first room a filmed performance, House of Cards (2004) is projected onto the wall; the artist builds a structure by leaning self-portrait prints up against each other, some of which slide and fall as he keeps building. Halfway through, which startles me, another video starts on an adjacent wall – One Hundred Breaths (2003), in which the artist holds 100 self-portrait prints to his face, and noisily inhales.

In another room, bronze heads with long, pointy noses (Bronze Liars) look out in different directions in front of a wall of more self-portraits, all black and white, with agitated, messy lines. In a separate, huge room family portraits – done in black charcoal – are spaced out, giving the viewer room to contemplate the work from a distance. Leading on from that there is a thin corridor with works hung on both sides – one side displays Self Portraits through Mother’s Glassware, a series of photos of Parr looking through coloured drinking glasses, which distort his face.

“They are very big works of art; you have to walk between them, which is a confronting idea; it’s uncomfortable. But it makes you look at them a lot harder than if you just saw them at the end of a wall. It takes away the decorative aspect and it forces you to look at them,” says Butler.

Parr will perform once more at the NGA. Don’t try to find out what it involves – it’s rare to see performance art that has the power to evoke a strong reaction, and rarer too to see one of Australia’s most-respected artists perform in the flesh. The exhibition is a journey through the mind of an intense, philosophical, brilliant artist that’s both exhausting and inspiring. It will provoke you, and that’s always worthwhile.

Mike Parr will perform Reading for the End of Time on Saturday November 5 from 10.30am. It is a durational performance based on Roland Barthes's Camera Lucida.

Mike Parr: Foreign Looking is on until November 6 at the NGA.