In an interview with The Atlantic, Slattery suggested that Roger is suffering the consequences of his bad decisions.
In the four episodes that have aired so far, Roger's professional rivalry with Pete Campbell (Vincent Kartheiser) has escalated and his marriage to ex-secretary Jane (Peyton List) has soured.
Slattery said: "I think all the characters suffer the consequences of their choices. Roger's marriage to Jane was impulsive, and it isn't necessarily a match made in heaven.
"He may be in love with Joan, but he wasn't able to make the choice to marry her. Look, Roger Sterling isn't enjoying himself. Just watch the last couple of episodes."
He went on to defend his character, saying: "Roger doesn't go around stabbing people in the back. He doesn't go against his word. Once Roger says something, that's pretty much what he does.
"Every character on Mad Men has their own code of ethics. The way Roger is about certain things - his war experience, his affection toward Joan - is ironclad."
Slattery also discussed the show's next episode 'Signal 30', which he directed.
He commented: "I was given a script that's a little gem. For eight days, it was mine to work with. They trusted me with it. I made choices and interpretations. The script was one of the best I've read - and I'm hopeful it turns out as well."
Slattery previously directed two episodes of the show's fourth season, 'The Rejected' and 'Blowing Smoke'.
Mad Men airs on Sundays on AMC in the US, and Tuesdays on Sky Atlantic in the UK.
Watch a promo for 'Signal 30' below: