The Rescue Me star describes being mistaken for the actor at a strip club

Sure, he writes, produces and stars in the FX firefighter drama Rescue Me, but Denis Leary recently found himself mistaken for another star.

“I was scouting a strip club for a scene in Rescue Me with a buddy of mine,” Leary, 49, tells PEOPLE. “They had this big bouncer there and we said, ‘We don’t actually want to watch the girls, we’re just here to scout for this project I’m working on.’ And the bouncer said, ‘I know. Spider-Man. Go ahead.’ We got into this strip club for free because the bouncer thought I was Willem Dafoe!”

There will be another familiar face this season, which premieres Wednesday night: Jerry Adler, who played Hesh on The Sopranos. Filming with the actor as the HBO series neared its conclusion made for a tense work environment, with Adler “verboten to even speak about The Sopranos and what happens,” says Leary, who admits to watching the show “at 9:00 every Sunday like it was a live broadcast.”

But Adler was busy making the transition from the mob to the firehouse. “I went to my first fire the other day,” he told PEOPLE at the Rescue Me premiere screening in New York City last week. “Scared the hell out of me.”

Also joining the cast this season: Jennifer Esposito, who got an unusually quiet welcome to the male-heavy set. “Men may be loud and brash and busting each other’s chops, but if a beautiful woman arrives, they don’t know what to say,” Leary says with a laugh. “The guys just looked like fools. Myself included.”

Still, the perks of his job – Esposito plays a romantic interest for Leary’s character, Tommy Gavin – are not lost on the actor. While love scenes can be uncomfortable at times (“[My family is] always in the back of my head because I have a teenage daughter,” Leary says), he keeps it in perspective: “Most guys are at work and they can’t find the right wrench, and I’m putting on lip gloss. It’s a really unusual problem to have.”