Hamm, 38, reveals to the U.K. magazine The Observer how he was hit hard with the death of his father at the age of 20.
"I was ... unmoored by that. I struggled with chronic depression. I was in bad shape," he says. Hamm's mother had died of stomach cancer when he was only 10, and he went to live with his father. His parents had divorced when he was just a toddler.
He has told Vanity Fair that his character Don Draper is partly inspired by his father. The actor, currently a hit in Ben Affleck's movie The Town, says work also helped him recover: "I knew I had to get back in school and back in some kind of structured environment and ... continue."
At the time of his father's death, he was a student at the University of Texas, and "was very fortunate to have really good friends in my life whose parents sort of rallied," he tells The Observer.
As far as therapy and antidepressants are concerned, he says, "It gives you another perspective when you are so lost in your own spiral. It helps."
How do they help? He adds: "You can change your brain chemistry enough to think: 'I want to get up in the morning; I don't want to sleep until four in the afternoon. I want to get up and ... go to work and ...' Reset the auto-meter, kick-start the engine!"