Peter Yang
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April 03, 2015 09:45 PM

John Slattery might have earned himself silver-fox sex symbol status after playing Roger Sterling on Mad Men for nine years, but that doesn’t mean he’s comfortable with the title.

“It’s nuts,” the actor, 52, tells PEOPLE. “I don’t think that anybody who is thought of in any way, shape or form as that is comfortable with it.”

While Slattery admits he was surprised by all the attention from female fans, there are certain qualities about his character that come straight from the actor’s own life.

“I can tell a pretty good joke, and I would say I have a pretty good sense of humor so TV is like that,” he says. “They see that you can tell a joke and then they write you jokes.”

[LINK, the show’s creator,” “” “” “0” ] is a listener and a writer and he listens to how you speak and the rhythms that you do. You tell him anything and it will show up somewhere in the script,” adds Slattery.

One thing he definitely doesn’t have in common with his ad exec character? The snappy wardrobe.

“I m not like that in my own life, he says. “But in the beginning it was helpful. That suit really sort of cinched in and Janie Bryant and I would have fights like, ‘I can’t sit or breathe in this,’ but she didn’t care. She just wanted you to look the way that she wanted you to look.”

Mad Men‘s final seven episodes begin Sunday at 9 p.m. ET on AMC.

For more from John Slattery and the entire cast of Mad Men, pick up this week’s issue of PEOPLE, on newsstands now.

RELATED: What If Mad Men‘s Don Draper and Veep‘s Selina Meyer Hooked Up?

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