Jon Hamm treated the end of 'Mad Men' "like a death"

He explained to The Times magazine: "It's like mourning. You go through all the stages of grief. There's denial and anger and then finally acceptance - you have to go through the whole process. If you try to do stiff-upper-lip through the whole thing, it will come back and bite you eventually. My therapist said, "You should treat this like a death and mourn it." I found that very helpful."

Jon has been seeing a therapist since his father died 25 years ago and is enthusiastic about seeking professional help for mental health.

He explained: "I love my therapist. After I'd lost my dad, I had this horrible paralysing inertia - and no one in my family was capable of dealing with it. So what do you do? See a professional. Go and see someone who's studied this stuff. You don't skip on going to a dentist or get your cousin to try to fix your teeth. So I preach it from the mountaintops. I know it's a luxury and it's not something everyone can afford. But if you can, do it. It's like a mental gym."

Jon also spent time in rehab for alcoholism after 'Mad Men' ended but says it is not just for people dealing with addictions.

He explained: "It has all these connotations, but it's just an extended period of talking about yourself. People go for all sorts of reasons, not all of which are chemically related. But there's something to be said for pulling yourself out of the grind for a period of time and concentrating on recalibrating the system. And it works. It's great."

Meanwhile, Jon and his partner Jennifer Westfeldt split soon after 'Mad Men' ended and he admitted he is unsure if he will ever have children.

He said: "I don't know. I don't think it's necessarily an imperative. I'm not going to psychoanalyse myself here but ... well, never say never. I've got nieces and nephews and I've been a teacher. I've probably been around kids a lot more than all my friends. I feel if you shut that off entirely, you calcify."