The AMC drama has previously offered brief glimpses of the suave ad-man's former life as Dick Whitman.
"There's a lot of his past still to be mined, and a lot of that is revealed and explored this season," Hamm told Total Film.
The actor also hinted that future episodes will see Don continue to be "marginalised" by the show's younger characters.
"Don's age... is very significant," he said. "The '60s were when youth began to become an important commodity."
Mad Men star Vincent Kartheiser recently described the show's complex characters as "paradoxes wrapped in an enigma".
"Don Draper seems like an amazing man who's unbeatable, but he's a coward who ran away from war," said the 32-year-old actor.
Mad Men airs on Sundays on AMC in the US, and Tuesdays on Sky Atlantic in the UK.
> Waterloo Road Roxanne Pallett wants Mad Men role
Watch a promo for Mad Men below: