The Reading-born comedian wants the shows to be like his Xfm radio programme, with Stephen Merchant and producer Karl Pilkington, with the opportunity for listeners to download them from his at no cost.
Gervais started his career at Xfm radio station, which in 1998 was acquired by Capital Group. He continues to appear on the station, with plans for a new string of shows this Christmas.
Registered users of Gervais's website have been sent an email to get feedback from fans with the message: "Shows would be a half-hour of new chat each week exclusively online".
Gervais's online venture follows in the footsteps of BBC Three's 'The Mighty Boosh', which broadcast episodes online in July this year before broadcast on television.
John Cleese also broadcasts new sketches on his website.
Gervais first shot to fame through 'The 11 O'Clock Show', 'Meet Ricky Gervais' and the hugely successful series of 'The Office', which started in July 2001.
In July of this year, his new six-part show 'Extras', set in the world of film and television, aired on BBC Two with 4.8m tuning in to watch the debut episode.
Speaking at the Edinburgh TV Festival a few weeks ago, Gervais revealed that he is looking to run the series for three years.
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