The actor, who plays Roger, stepped behind the camera for the fourth instalment of the current season.
Speaking to HitFix, he explained that he will now helm the show's penultimate episode after one of the directors was forced to drop out.
"I knew there was a slot open, and one of the other producers encouraged me to throw my hat in," he said. "So I did, knowing [creator] Matt [Weiner] didn't dislike what I did.
"Initially he said, 'I really liked what you did in show four, but no, you're in this one too much. I don't think it's a good idea'. But I think the more he watched [four], he felt comfortable with the idea and he said, 'I change my mind'. So he gave me number 12."
Slattery added that there is a lot going on in the episode, saying: "It is an important one. There's a lot of story. There's a lot of unresolved situation that, of course, gets either resolved or remains unresolved in the final episode. But yeah. It's a big show."
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