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What’s left for Roger Sterling? He’s tried a younger wife, Don’s mother-in-law, and a few exciting (sometimes nude) adventures with LSD. Now he's bored. Is therapy the final frontier? “Turns out your experiences are nothing,” he tells his shrink in Mad Men’s sixth season premiere.“You’re just going in a straight line to You Know Where.” John Slattery says Roger wishes he was so blasé, and talked to Vulture about what brings out the actor’s own moments of existential crisis. For the Roger-Joan shippers, he tries to clear things on that front too.

Should we assume Roger has always been in therapy, or is this a new thing for him?I’m certain it’s a new thing. I don’t think he really understands it either, as maybe somebody who is new to it thinks, I’m going to pay you to listen to my laundry list of bitches and moans and surface stuff. But he’s in search of something, some meaning. The experience I've had in therapy is it’s the days you don’t think you have anything to talk about that something comes spilling out.

Roger famously called psychotherapy “this year’s candy-pink stove,” so you know something’s really wrong.Right. And I don’t think you change the DNA of these people, but if enough cultural emphasis or pressure or peer pressure or whatever push you into something, you might go unwillingly. He keeps saying he doesn't feel anything. “Don’t you understand, dummy? I don’t feel anything.” But then of course the news of his shoe-shine guy comes in and he falls apart. So he obviously does feel loss. It’s just he doesn't want to admit it, and he doesn't want to feel it. At some point I remember doing some emotional scene, and it was something where it was not easily coming to me. And someone said, “Well, what healthy psyche would want to go down that rat hole anyway?”

You relate to Roger in that way?Well, you know you’re tricking yourself into experiencing all this horrible shit in order to get to this emotional state. What healthy mind, body, or soul would want to go there? It’s the same thing. You don’t want to open yourself up to it.

Was it difficult, then, to have to suddenly lose it over the shoe-shine guy?I've been in more scenes where it says, “He sobs” … and sobs is a scary word, right? Weeps is okay. He gets emotional, fine. Sobs, and you go, Oh shit, man. I've gotta sob?How am I going to sob? Who sobs? You see that word in a script, and when you go to bed, you’re just thinking, Why do I have to sob? Do I have to sob this week? No, I don’t sob until a week from Monday. Then somebody tells you have to shoot it earlier. “No we don’t.” “Yeah we do. “No. We don’t shoot that scene until next Monday because I’m emotionally inching my way up on the sobbing and I’m telling you it’s next fucking Monday!” I don’t even know what the question was.

Wow, I’m glad you got through it![Laughs.] I thought it was great storytelling. It’s great to see this guy who supposedly doesn't feel anything in these therapy sessions, claiming that it’s all bullshit, that life is just meaningless, that experiences mean nothing. And then all of a sudden he falls apart because he’s been holding it all in.

Have you ever gone through an existential crisis?Sure. More and more the older I get. Yeah. I have a kid and he’s getting older, and it makes you think, it reminds you of the finite quality of life. Do you have kids?

Not yet.So you’ll see, it’s a weird barometer. You see other people’s kids, too, and you’re like, “No way, the kid’s a foot taller now,” and you’re thinking, Oh my God. Also, you see your face on TV, I mean, that’s no way to get old. On camera. Believe me. You start to look and go, “Jesus, can’t they do something about that?” I see myself aging, and there are pictures in the office of us [on the show]. We've been doing this thing for a long time. Kiernan Shipka has been on this show longer than she hasn't been on it in her life. It’s crazy. My kid was 6 years old when we started, and now he’s 13 and going to high school. So, you know, Roger’s not the only one that’s having existential moments. How does the premiere end again? I haven’t seen it yet.

Your last scene is crying over the shoe-shine guy.Is that how the whole episode ends?

No. After that, you see Don with Sylvia [played by Linda Cardellini] —That was a shock. I was shocked at that. Remember the end of last season when Don’s with that girl and she goes, “Are you alone?” and people were like, “Don’s back!” [Laughs.] Nobody really wants him to be happy. I will say that for me, seeing him with Linda was a surprise. I did not see that coming.

We don’t see Joan and Roger interact in the premiere, even after his mother dies and he’s back in the office. What’s the status of those two?It’s a truce of some kind. He’s come to her and said, “We had a baby,” and she’s like, “Yeah, well, I can’t rely on you. You’re not around.” And then he doesn't interfere in her getting her partnership with Jaguar and people were outraged! “Why wouldn't Roger stand up for her?”

There was a lot of discussion about it, yeah.Right. So I think Joan’s like, “Well, your mother’s dead, but she wasn't my mother.” It’s not that she doesn't feel ... I think people forget the relationship wasn't out in the open either. It’s just kind of how it is. That’s where they are. They’re not together.