The actor stars in the upcoming Sky1 thriller alongside John Simm, Marc Warren and Max Beesley, but admitted that - unlike Warren and Beesley - he was not willing to bare all in front of the camera because he considers himself too old.
He told The Sun: "They went, 'Who wants to go and jump in [the pool] naked?' and Max was like, 'Me, kid.' And I was like, 'There's absolutely no way.' I'm of an age now. I'm past all that. I don't do nudity anymore."
Glenister - who celebrates his 48th birthday today - said that the idea of ageing and "getting closer to death" is a key component of Mad Dogs.
"When you're nearer 50 than 40 you really start thinking about [death], I can assure you," he said. "You become more aware of your health, but you worry less.
"[Mad Dogs isn't a] four-parter about a group of blokes hitting their 40s and having a jolly-up. That would have been boring. We wanted an undercurrent of something a bit darker.
"It's about reaching a stage in life, looking at what you've achieved and where you go next. It's about how normal people deal with a certain situation and how they can implode."
Mad Dogs begins tonight on Sky1 at 9pm.
> Click here to watch our interview with Mad Dogs star Max Beesley