Derek Jeter Says There Were Topics 'I'm Unwilling to Cross' During Filming of ESPN Docuseries

"There are boundaries," the Greatness Wins apparel co-founder shares with PEOPLE while discussing The Captain, an ESPN docuseries about his life and career

Former New York Yankees superstar Derek Jeter has built a successful career in the public eye while doing his best to keep as much of it private — until now.

In his new ESPN docuseries, The Captain, the father of three sat down for the first time to tell the story of his rise to the top of the MLB. But, despite his candidness, Jeter admits there were certain things he didn't feel comfortable sharing.

"There [were] a lot of things I wouldn't touch on," Jeter shared exclusively with PEOPLE during a recent Zoom call while joined by Greatness Wins apparel co-founders Misty Copeland and Chris Riccobono. "I wouldn't necessarily say a lot of things."

"I think there are some things in your private life you keep private, and you just don't share them," he added.

The seven-episode docuseries, which premiered July 18, shares the former shortstop's journey to baseball glory.

Derek Jeter
Courtesy of Greatness Wins

The docuseries includes interviews with family, friends, and even Jeter's former pal and teammate, Alex Rodriguez. Though he opens up about much of his life, Jeter said he was careful with the information he shared for a reason.

"Because once the toothpaste is out of the tube, you can't put it back in," the five-time World Series champion told PEOPLE. "So there are boundaries, and there are some things that I'm just — some lines I'm unwilling to cross."

Jeter said the docuseries was originally supposed to be about a single moment in his career: his induction into the Baseball Hall of Fame in 2021. But as he let loose with the cameras rolling, the idea for the series changed.

"Initially, what I wanted to do was to record me potentially — I never assume anything, but potentially getting a call to be inducted into the Hall of Fame," Jeter, husband to wife of six years, Hannah Davis Jeter, shared.

"So I wanted to record that and share it with my kids at the time," he continued. "Share it with them when they got older because they were really, really young, obviously never saw me play. Then it sort of turned into a bigger project."

Mandatory Credit: Photo by AP/Shutterstock (8820989at) Derek Jeter, Hannah Jeter Retired New York Yankees shortstop Derek Jeter, third from right, poses with his family and the monument that will represent him in Yankee Stadium's Monument Park during an on-field, pregame, ceremony retiring Jeter's number 2 in New York, . From left are Jeter's parents Charles and Dorothy Jeter, his grandmother "Dot" Jeter, Jeter's nephew Jaden, his wife Hannah Jeter and sister Sharlee Jeter Yankees Jeter, New York, USA - 14 May 2017

Despite covering all of the bases — literally and figuratively — Jeter said he had trouble looking back on his impressive climb to the top.

"I had such a tough time reflecting on my career or appreciating things during my career because I was always focused on what's next, what's next," he recalls. "So this really gave me a chance to look back and reflect on the career and how fortunate I was, just to, like I said, spend my entire career in New York having a lot of success. I'm hopeful that people enjoy it. I'm excited. You got a chance to touch on, even from childhood up into most recently."

Despite retirement, Jeter is "as busy now as I've ever been," partially thanks to his jump into the fashion industry with Greatness Wins, which he said has a deep meaning for him.

"I think the number one tweak that I wanted to sort of adjust and refine was the fact that I think a lot of times when people — they say they want to achieve greatness, they look at greatness as a goal," Jeter explains of his company's name, Greatness Wins. "There's not just one particular way to define an athlete. I was telling [UNTUCKit founder Chris Riccobono], I look at it as a mindset."

The company's men's and children's lines have already launched and feature performance tees, hoodies, joggers, and more. In addition, Copeland, the famed American ballet dancer, is working on a women's line that will follow in 2023.

Derek Jeter
Courtesy of Greatness Wins

Despite the success he has already achieved, the best is yet to come for the athletic wear co-founder and his all-star team.

Jeter also can't help but thank his wife Hannah for helping him look the part with his newest fashion endeavor.

"I'm not a big shopper," Jeter said with a laugh. "I sort of trust her most of the time. I won't say all the time. Most of the time, I trust her. So I leave it to her. I cannot take credit for any of that."

The Captain will air its second episode on July 21, followed by two episodes on July 28 and August 4, with the finale airing on August 11 on ESPN at 9 and 10 p.m. ET.

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