Jon Hamm went through the "five steps of grief" after the end of 'Mad Men'.

Jon Hamm

Jon Hamm

The 44-year-old actor said goodbye to his character Don Draper as the show wrapped up filming the last series and Jon has admitted he went through all the stages of losing something or someone you care deeply about.

He said: "It's a loss. You go through the five steps of grief and whoever invented those, was a genius. It's so true.

"You can write them down and that's how you do it. Whatever it is - anger, bargaining, acceptance and all the other things, that's kind of how, for me, it was."

Filming for the AMC show ended last summer, something which Jon says has been "nice" for him and the cast.

He added: "It was eight months ago in July [filming ended], and so there was a process and we all kind of did our own thing. Between then and now, people have done movies and plays, and moving on with their lives. Then we do this, and it's kind of a nice revisiting with a little time under your belt."

And Jon has admitted he felt rather upset when the show wrapped and says it felt weird revisiting the empty set.

He told Good Morning America: "Yes, saying goodbye was a real thing.

"It was very much a process of walking into a set I've walked into for eight years and you go, 'Oh s**t, it's gone. The whole office is gone.'"

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