With the show's final episodes starting tonight, Hamm spoke to reporters last week about saying goodbye to his iconic character.
"It’s a loss," he said. "You go through the five steps of grief and whoever invented those, was a genius.
"It's so true," he added. "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."
Hamm, 44, said the fact that filming ended last summer has actually been a blessing.
"It was eight months ago in July, 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," he said. "Then we do this, and it’s kind of a nice revisiting with a little time under your belt."
He added, "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***, its’ gone. The whole office is gone.’"
As for how his character will finish his run on the show, Hamm said he is content with the ending fans will soon watch.