The actor said that he lost his parents at a relatively young age but that he did not let it affect him as he was growing up and going to work.
He told the Daily Mail: "My mother had died of cancer when I was 10. I was 20 and still in college when Dad died. He had diabetes and had been in poor health for some time. That could have unmoored me, taken over my life, but people rallied around me."
He recalled: "Dad was smart and fun, but also rather sad. After he died I recall opening his closet and there were 40 suits, every colour. He had two jewellery boxes full of watches and cuff links.
"He'd been a big shot around town, and was well-connected, but he'd probably been unfulfilled in many ways, and when I was looking through the Mad Men script for clues to Don Draper's character, I realised that my Dad was that guy. On the exterior, he's got everything under control. But inside, he's desperately dancing to keep up."
Hamm has previously defended Draper, insisting that the character is not "evil".