This story appears in the April 2016 issue of Playboy. Subscribe

There’s a make-or-break moment in any movie based on the life of a pop culture giant—a moment when you either feel the performance burrowing under your skin or realize it’s just dancing around the truth instead of channeling it. In Miles Ahead, a fractured, free-form big-screen riff on jazz trumpeter Miles Davis, that moment comes when Don Cheadle, playing the spiky, otherworldly Prince of Darkness, as Davis was known, takes the stage and plays the trumpet for the first time. You breathe a sigh of relief. Cheadle has the Davis of the 1960s down pat. The turbulent charisma. The coiled movements. The death stare. It’s all there and more, and it’s thrilling, especially for die-hard Davis fans and anyone who has read the man’s 1962 Playboy Interview—the very first in the magazine’s history.

When Miles Ahead, which Cheadle also co-wrote, co-produced and directed, shows us Davis in his late-1970s and 1980s incarnations, when he was infamously drug-addicted, violent and dressed like some ineffably hip deposed king, Cheadle is equally in the pocket. Even when the movie wobbles, the man never stops giving a bone-deep performance.

Miles Ahead is not only a landmark—who makes period movies about jazz musicians anymore?—it’s also a big, ballsy move for Cheadle. After all, he has been everywhere in movies and on television for the past 30-plus years, but not often enough where he belongs: over the title and in the spotlight. If any proof is needed, just look at what happens for him when things click as they should. Check out his Emmy-nominated, Golden Globe–winning work as a morally bankrupt but weirdly relatable management consultant on House of Lies, now in its fifth season on Showtime. Then there’s his Oscar-nominated performance as a hero who shelters refugees from ethnic cleansing in Hotel Rwanda. He also co-produced and starred in the controversial Crash, which won the 2006 Oscar for best picture—another achievement that stands on the shoulders of his scene-grabbing supporting roles in Devil in a Blue Dress, Boogie Nights and Out of Sight.

Cheadle can be serious and seriously funny, as in those Ocean’s Eleven hits, and he holds his own against tsunamis of CGI as James “War Machine” Rhodes in two Iron Man epics as well as in Avengers: Age of Ultron and the upcoming Captain America: Civil War. Off-camera he’s more apt to show his serious side, serving on the advisory board of Citizens’ Climate Lobby and co-writing Not on Our Watch, a self-professed “activist handbook.” His ongoing work with the United Nations on climate change and his efforts with George Clooney to stop the genocide in Darfur earned them the 2007 Peace Summit Award, given by Nobel laureates.

The man is intensely focused and apparently has been from way back. He was born in 1964 in Kansas City, Missouri. With his clinical psychologist father, Donald Frank Cheadle Sr., his educator mother, Bettye, and his siblings, Cindy and Colin, he relocated frequently throughout childhood. Making his bow in a fifth-grade school production of Charlotte’s Web, Cheadle got bitten by the acting bug. In 1982 he moved to California to attend the California Institute of the Arts, turning down musical as well as acting scholarships to top universities.

Cheadle tasted success early enough that, unlike many new actors, he never had to gig as anything but a performer. He made his big-screen debut in 1985’s Moving Violations and appeared on such hit TV series as L.A. Law and The Fresh Prince of Bel-Air. He played an uptight hotel manager on 1992’s The Golden Palace, a short-lived spin-off of The Golden Girls, then moved right into three years as a sobersided district attorney on Picket Fences. Throughout the 1990s and into the 2000s, he alternated between indie-minded features such as Reign Over Me and bigger films such as Swordfish, somehow squeezing in an arc on the hit series ER along the way. The meaty roles have never stopped coming for the versatile, intense actor with the good-guy vibe.

We sent writer Stephen Rebello, who most recently interviewed Christoph Waltz and Ron Howard for Playboy, to Cheadle’s sleek, multi-story, modernist palm- and bamboo-shaded Santa Monica Canyon compound, which he shares with interior designer and actress Bridgid Coulter (Westworld, Rosewood) and two dogs, Kandi and Sasha. Their children, 21-year-old Ayana Tai and 19-year-old Imani, are both in college. Rebello reports: “Cheadle, whom I’d met decades ago when he was just about to appear in Mission to Mars, put on some sublime classic jazz tracks, poured water and, despite his crazy schedule, looked rested, chill and alive in the moment. He emits Zen calm and stillness, but his eyes are in constant motion, and he takes in everything. Almost involuntarily, he imitates virtually anyone he’s talking about—an outgrowth of his sly, droll sense of humor.”

In the five seasons you’ve starred on Showtime’s funny, cynical House of Lies, your Los Angeles–based management consulting firm character, Marty Kaan, is shown grinding with hot lesbians, enjoying a couple of anything-goes orgies and having angry anal sex with his ex-wife, played by Dawn Olivieri. What reactions do you get from fans, especially those who know you from playing, say, a real-life hero in Hotel Rwanda or the military man–superhero you play in Iron Man, Avengers and Captain America?
It still feels like the audiences are, to some degree, segregated. The ones who know me from House of Lies don’t necessarily know anything about the other movies I’ve been in. They also tend to take the Marty Kaan character at face value.

Meaning what? Do they propose orgies?
Some come up to me with a salacious sort of thing: “Hey, hey, hey, you’re all right,” you know? I also get real-life management consultants who come up and say, “I love Marty and I love that show. It makes me really think about what I do—although it’s nothing like that.” But others will go, “Oh, it’s exactly like that.” And I’m like, “Bullshit.”

Because the show is revved up for the sake of making fun, sexy TV?
I didn’t know anything about management consulting until we started interviewing people when we were putting the show together. My hair was kind of blown back, because for the young cats it was: “You’re traveling four nights out of the week. You don’t have a home life to speak of. You’re making all these transitory, one-off relationships that get about as deep as a thimble. You’re drinking and partying a lot and maybe trying to self-medicate, because if you have a conscience and know what you’re doing, it’s really dark.”

Lots of travel, little home life, transitory relationships, partying and self-medicating. That sounds like some people’s perception of an actor’s life.
When we were preparing the show and drilled down into all this research about management consulting, I did think, You know, actors could do this job really well if they just knew how and what to say. Actors study the psychology of people, whether from a learned perspective or from a layman’s perspective. We’re fascinated by why people do what they do. You’re trying to find those vulnerable parts of yourself and see those vulnerable spots in others. That’s what those management consultant guys zero in on too. Where are the person’s weaknesses? Where’s the fissure, and how do I drive a stake in there and make it a chasm that I can now inject myself into?

So certain actors might easily turn their talent——
For evil? Absolutely.

You play a character with sexual swagger and magnetism, which can account for the salacious attitude some fans show you now. Is it just tickle and tease, or do they ever give you the impression that they’d like to sample that?
If it’s happening, I’m totally not picking up on it. Bridgid and I have been together 22 years. She’ll walk behind me, notice somebody and go, “You didn’t see that?” And I’m like, “No.” The women I’m around for work? It’s work. I don’t really hang out. I don’t go to clubs and usually don’t go out to dinner without Bridgid or my family. I’m kind of a homebody. So is Bridgid. There aren’t a lot of opportunities to jam me up or try to hand me a phone number as I’m going to the bathroom. We are not going to be bumping rails in the restroom, you know? People don’t feel a frivolous vibe coming off me. I think I project to people “I’m serious.” It’s like, “Oh, that’s the dude who was the goodwill ambassador in Hotel Rwanda.” Besides, it’s been scientifically proven that when you become domesticated your testosterone levels drop and your estrogen levels rise.

You’ve never embarrassed your family or yourself by pitching a diva fit on a set or getting caught in a compromising position.
I know. I should. I’ll have to get into a fistfight with my agent in the middle of the Cannes Film Festival or something. Then my career might have an uptick. When I moved into this house, the paparazzi and TMZ followed me—for about three minutes. They were like, “Ugh. You’re really just going to go grocery shopping? Well, shit. Call us when you’re exciting.”

Outside of House of Lies and your upcoming Miles Davis movie, which was filmed on a modest budget, Hollywood hasn’t often spotlighted you as the big male star in big-budget movies.
You know the Will Smith movie Concussion? I passed on developing that independently. We didn’t have a studio behind us, and I wanted to tell the story of the NFL players, not a doctor. Also, I didn’t want to use names like the Arizona Pigeons or the Denver Ducks. If we couldn’t say “NFL” and couldn’t use the real logos and uniforms, I didn’t see how it was going to get made well. I thought it was going to need a superstar like Will Smith and a big studio to deal with what was going to happen with the NFL.

Have you ever been up for movie roles that went to, say, Will Smith, Denzel Washington or Jamie Foxx?
We are by nature journeyman actors and are also by nature terrified that whatever we last did is going to be the last one. Before I did House of Lies I had eight or nine months of not knowing what my next job was. I also had four or five movies that didn’t get put together, and it was, “Oh, Will is doing that” or, “Jamie is doing that.” I was talking to Matt Damon before he did The Martian, when he hadn’t worked for a whole year and a half. He was like, “Dude, I don’t know.” I said, “You’re good. You’re Matt Damon.” He said, “Am I? I don’t know that I’m still me.” You don’t ever know, because you don’t get an announcement from Hollywood that says, “Thank you very much. Goodbye.” It’s just like, Oh, it’s not happening. It’s death by attrition. Nobody in Hollywood calls you to say, “It’s a wrap.” You just stop getting called. It’s a business built on sand.

Ron Howard recently talked in Playboy about working with the veteran movie actor Don Ameche, who won an Oscar in 1986 for Howard’s Cocoon. Ameche warned Howard not to be nostalgic for the so-called good old days of Hollywood in the 1930s, 1940s and 1950s, when an actor would get slotted and typecast and rarely, if ever, got to show all he could do.
My black friends and I talk a lot about this. What’s interesting is that if you were under contract to a movie studio back then, they could say to you, “Listen, kid, you’re making 25 movies this year,” which would have been like being in a touring company. That’s great, but I don’t get misty for the good old studio days. I’m black, so I’m pretty sure the roles I would have wanted to play and been able to play would have been four times a year, maybe—if that. There are old movies I love to watch, of course, but I watch a lot of the actors and hear people say, “Oh, she’s great,” and I’m like, “That person was a fucking raging racist.” Or sexist. Or every -ist. People say, “They were just men and women of their time.” Oh, you mean when you could be openly racist or sexist or homophobic? And certain people in politics would like to get us back to that.

So does that mean you won’t be voting for, say, Donald Trump, Ted Cruz or Ben Carson?
Right. And what I want to say to those people who support them is something they always fail to see: You’re not in the club. They don’t want you in the club. All those people you’re supporting? Donald Trump? He isn’t a friend of yours. He doesn’t have your back. Everyone believes they have to back that stuff because they think they’re suddenly going to be on that team.

Just as soon as they snag that winning lottery ticket.

The characters on House of Lies sometimes abuse power for the fun of it, behavior that rears its ugly head in many fields, including politics and the entertainment business. Have you been around much of that behavior?
I’ve been an actor for 30 years, and I’ve been really fortunate. I’ve had very few instances of an actor—and, let’s be honest, it’s almost always an actor—doing that. There’s so much largesse in Hollywood. An actor friend of mine always says that success doesn’t really change you, it just kind of makes you more of what you already are. And you get full support to be whatever you are. If you’re generous, you have more to give now. You can also be an asshole. You can be a bastard. If you’re neurotic, scared and suspicious, you have a whole army of people to project that on and act out on. That behavior is accommodated, as long as you have the ratings or the box office. As soon as it’s not working, people get to eat you a second time. The first time is when they build you up. The second time, everybody wants to out you.

One of the very few times you’ve gotten publicly dinged was in 2010, when you replaced Terrence Howard in the role of Lieutenant Colonel James Rhodes in Iron Man 2. Howard has talked about the incident in interviews, suggesting that when Robert Downey Jr.’s salary demands strained the budget, they wanted to pay Howard less than what was promised and he balked. What really went down?
I met with the Marvel people on Iron Man. Several wanted to hire me. Several wanted to hire Terrence. They went with Terrence. With the second Iron Man, they said to me, “It will not be him again. It will be you or it will be the next person after you say no to us.” I did not take a job from Terrence. It was a vacant role. He was not being asked to continue.

Did you and he ever hash things out?
The day after I said yes to the job, I was at Universal on the way to a meeting. The first person I saw was Terrence’s manager, whom I know. I said, “You all right?” and she said, “It’s just kind of fucked-up how this whole thing happened. But we’re 100. We know what’s good.” I was like, “And I hope he knows,” and she said, “Well, here he is,” and there was Terrence. I said, “So, dude, I’m sorry the way this whole thing happened. This is messed up.” He was like, “Yeah.” There’s never been anything personal between him and me about that. Terrence and I tried to get Talk to Me made, and I was one of the producers of Crash who approved him and wanted him in that movie.

You talked earlier about Hollywood eating people twice. Your frequent co-star Robert Downey Jr. had a big career buildup in the 1980s and 1990s, then ran into difficulties with substance abuse, arrests and rehab and served jail time, but he rebounded stronger than ever playing Tony Stark in the Iron Man and Avengers movies. Some Hollywood snipers now accuse him of having become arrogant, corporate and politically conservative.
I don’t see him much outside of work. I don’t know him deep down. Robert and I have a great working relationship. It’s like a friend of mine was saying about a restaurant he’d gone to: “I love the food, but the service is terrible.” When I said, “I got really good service there,” he said, “Oh, Don, did you?”

Meaning that, being famous, you tend to get better treatment.
Yeah. So I have to qualify everything. He’s good to me. I don’t know how he treats people outside. I don’t know anything about his politics. We don’t talk politics. He’s never been untouchable or at arm’s length to me—very much the opposite. I’ll tell you a funny story about Robert, Jeremy Renner, Chris Evans and Chris Hemsworth when we were in London. About 11 o’clock one night we decided to go out to this crazy burlesque club in Soho. The streets were packed. It was a mob scene with everybody in London drunk off their asses and we couldn’t get a taxi, so the five of us, with minimal security, headed out walking. We were trying to be low-key, kind of hiding, and nobody gave a shit. They weren’t even looking at us. Chris Evans starts going, “This is Iron Man right here. I got Thor right here, guys. This is War Machine. I’m Captain America. Nobody?” Nobody cared. They were like, “Mate, get out of the way.” I loved it.

Could you have gotten away with that if you’d been with your Ocean’s Eleven co-stars George Clooney, Brad Pitt and Matt Damon?
Obviously George is a huge star, and Matt too, but Brad’s his own thing. I mean, whenever we wanted to take the heat off us and go somewhere, Brad just went in first and everybody would go crazy. Then the rest of us could go anywhere—the Vatican, the Colosseum, wherever. We always threw Brad under the bus.

Do those kinds of humbling experiences help guard against getting full of yourself?
No. The kind of life I lead, I don’t even think about that. I always think of myself as Don from the Midwest who’s still hustling and trying to get jobs.

Have you ever taken home any of a character’s worst traits once you finished work for the day—whether Marty Kaan from House of Lies or another character?
It feels pretentious sometimes when I hear actors say that they do, but when you try to inhabit somebody and their energy, personality, habits—the things you do to try to create a character—your nerve endings don’t know that when, say, you’re screaming and tense, you’re not actually mad. Your body doesn’t know you’re faking. There can be residue. Sometimes I get home from House of Lies and I move quicker. I’m short and clipped. Someone will say something and I have to think, Whoa, take it easy. I have to sit down, drink a glass of water or go into the sauna and just sit and be still.

Have you had much of that while filming this new season?
This season has pretty much been no days off and all of us working every day. What Marty is wrestling with this season is “Am I really this thing I’m projecting, or is it just a suit I put on so I can go out and do these things? Am I a guy who wants to care about his kids and figure out what’s happening with his relationships, with [Kristen Bell’s character] Jeannie?”

But what if this role had come to you when you were in your 20s or 30s?
[Laughs] Bridgid and I listen to our single friends talk about dating and I’m like, “What?” Their attitude is, “Yes, you old motherfucker, that’s how it works now.” One of my friends has an app where there are no profiles, just photos. It’s like, “This one? Yeah. That one? No.” Not everybody can join. There’s a vetting process that’s like the velvet rope at the old Studio 54. But when I went to school at CalArts in 1982, it was live-wire. It was wild. We had coed rooms. The pool was clothing optional. It was just wide open, and everybody was exploring. Artists were free, and all of that was encouraged. I know a couple of people who either had AIDS or got AIDS at school. But it was still pretty nascent, as far as we knew. Once the parents left, a senior or older student would be like, “All right, here’s what’s up.” I didn’t know that going in. I was there to study.

Let’s talk about your road to CalArts and how you grew up. Your mother is a retired educator. Like your character on House of Lies, your real-life father is a retired psychologist.
My mother taught third to sixth grade. My father specialized in clinical and child psychology and worked for a hospital but then had his own private practice. They were both very supportive. I was born in Kansas City, but we moved as my father was getting his undergrad degree here, his M.A. in another place and then his Ph.D.

Was moving tough on you?
I’m playing armchair psychologist now, but making friends became a skill. I had to find the funny and joke my way into cliques that had been established before I got there. We moved to Denver at the tail end of the fifth grade, and I was super lucky because I got a teacher who was a combination music-theater teacher—the kind who brings out the bells, glockenspiel and drums. She cast me as Templeton the rat in the stage version of Charlotte’s Web. Both my parents were very playful and silly, and I liked to act, so I was always playing around anyway. The teacher gave real acting notes, like “What’s a rat? How does a rat move? What’s his center?” It was about playing but on a higher level, and it sent me on this whole quest of investigation and research. And then, when you sing a song, the audience leaps up, and you’re like, “What?”

Did that hook you on acting?
Yes, but I loved music too. I played—and play—piano, bass, trumpet. At East High School in Denver I was with a really good jazz group with a fuck-everybody, us-against-the-world inner-city attitude. Everybody in the group was steeped in the love and understanding of music. I was 16, 17 years old, and my group was gigging at a festival where the a cappella jazz group Rare Silk was singing. They said to me, “We’ll be at this club in Larimer Square tonight. Why don’t you come sit in?” They sang a couple of numbers, then handed me the mike. So picture me in a club I wasn’t old enough to go to, the band guy asking, “What do you want to do, Don?” and me saying, “Okay, let’s do ‘Perdido.’ ” I must have been a novelty. When I graduated high school, I had a couple of scholarship opportunities to places like Carnegie Mellon to study vocal jazz and instrumental jazz, and another couple of scholarships to study theater.

How did acting finally win over music?
I wasn’t going to put in the kind of work as a musician that it would take to get to a level I wanted to get to. I knew it was going to be crushing. I saw the sacrifices real musicians were making, and I wanted to have fun. That’s how I came to CalArts. I got nothing but support from my family, who were like, “Great, go have fun.”

Did either of your parents have any show-business aspirations?
My mother sang in choir. I remember calling my mom when I first started working at acting and kind of going, “I don’t know about this. I don’t know if it’s going to work out for me.” She said, “What do you mean you don’t know? That’s what you’ve said you wanted to do for years. You went to school for it. You’re out there. Just keep doing it.” I learned that my mom really wanted to try to have a career in show business. It meant a lot to me that she said that, because I needed it at that point.

Did you leave behind girlfriends?
I had a girlfriend at the time, through junior high school and high school.

How did you lose your virginity?
The normal way: in the car on the way to the prom. It was with that girlfriend. She was a year younger than me, 16. When it was discovered that we were having sex, it didn’t go over well with her father. He wanted the relationship dead, right then and there. She felt she could tell her parents the truth because we were going to Planned Parenthood to get protection. If we were going to have sex, we didn’t want to have a baby, so we were going to do it right. But her parents went crazy, called my parents and said, “That’s it. They’re done.” It was devastating. I kind of ended the relationship. It was like, “You have another year in school, and you’re in Denver. I’m here in California at CalArts. I’ve just discovered my dick, and I don’t think that this is going to work.”

How did you break the news?
It was Christmas break when I went home. It was terrible timing. I mean, I had started to party and here it was, the first time I’d seen her, so I told her right away. It wasn’t going to work if I told her as they sang “Auld Lang Syne,” you know what I mean?

Did you and your girlfriend go cold turkey, or did you see each other later?
I was trying to communicate. I’d call her house and it was like, click. It was very tough. I imagine if I were the parent of a 16-year-old girl and she told me she was having sex, I don’t think I would have reacted the same way he did. But it would have been difficult.

You have two kids. Have you gone through any of the same challenges?
Not really. My youngest is 19, and she never really had boyfriends. None of the boys were really interested in her at school, or the ones who were interested in her she was only interested in until her senior year. But she was like, “I’m not going to mess around with any of these knuckleheads. I’m going to school; I’m out of here.” My oldest has worked on several movies with me as a camera assistant.

After graduating from college you started booking TV commercials, TV series and music videos.
I was always thinking, Acting better work, because if it doesn’t, my fallback is jazz.

As you were coming up, you worked alongside many big names. Who stands out?
So many. I took a dance class at CalArts, and my friend at school, Jesse Borrego, went to an open call of 3,500 people and got cast on Fame. He left school to go do that, and we’re still very close. His daughter’s my goddaughter. Anyway, I did a lot of stepping in a big Coke commercial. They spent a ton of money on it, but they never showed it. Around the same time, I gave my dog Jesse a ride to a music video that [Fame star and choreographer] Debbie Allen was directing and choreographing for Angela Winbush. I was watching the video and Jesse said, “You should do this.” I was like, “You guys are doing grand jetés, leap kicks—I can’t do that shit. I move. I’m not a dancer.” Debbie Allen heard me and said, “Oh, you don’t like my choreography?” I said, “I don’t want to dishonor it. Those great dancers should do your choreography and I should go.” As I was leaving she comes running out of the studio and goes, “You know what? You can’t leave.” She was just like Debbie Allen on Fame, where I later played a dancer who couldn’t dance. She told me, “Don’t you ever say you can’t do something. Don’t ever say no to an opportunity like that. Don’t limit yourself like that. When they asked me to choreograph the Oscars, I was like, ‘Yes.’ I had no idea what I was going to do. You figure it out.” I did the video.

It’s hard to imagine you on the sequel to The Golden Girls, The Golden Palace ,but there you were.
With Cheech Marin. I had a ball with him and with Estelle Getty, Rue McClanahan and Betty White. They were hilarious, smart and sweet. Betty was a fucking exceptional person to be around. They had a hard time lighting both of us because she’s so Betty White and I’m so dark. So she showed up one day with her hair dyed brown. I was like, “Why?” and she goes, “Well, you know, our lighting will work out better.” I loved doing that show. It ran for only one season. Nobody wanted to see The Golden Palace. They wanted The Golden Girls. They wanted to see those four women—although Bea Arthur had left—talk about sex and shit.

You had a huge breakthrough in 1995 playing a sociopathic, scene-stealing hit man in the movie Devil in a Blue Dress. Some people said you even managed to steal the film from Denzel Washington. We met back then, and when Washington’s name was brought up, you got quiet. Were you two copacetic?
Professionally, Denzel was about to skyrocket. There was stuff going on with him that didn’t have anything to do with me. There was just tricky shit sometimes. I was so enamored of him and amazed that I was getting the opportunity to act with him. I just tried to become that dude I played 24-7, and I had really studied, gone to Texas, gone to the wards and met gangsters. I would show up on set, get the clothes on, and when I would come out of the trailer, I didn’t come out of that character until I left. It was all because I was like, “I got to be on my game. I’m playing with Magic. I can’t dribble the ball off my foot out of bounds.” To me it was really serious. More recently I did Flight with him. We’re all good in the hood.

You’ve blended your acting prowess and musical gifts in Miles Ahead, a kind of anti-biopic of one of the greatest trumpeters, composers, innovators and mad geniuses who ever lived, Miles Davis. Being the star and the director, how does the film measure up to the one you dreamed?
You know when you see photos of people who’ve climbed Everest? People often think they pop champagne and cheer. A lot of times it’s just like, I climbed this fucking mountain. I was sort of told by Miles’s nephew that they were going to do a movie about his life and I was going to star in it. And then people started calling, and the energy came this way. I wasn’t out there chasing any Miles Davis movie. I didn’t really want to do a biopic, having been in several of them, famously, including Hotel Rwanda, Talk to Me and The Rat Pack, and won awards for them. I didn’t want to be hampered by facts. I didn’t care about when Miles met Charlie Parker. I didn’t care about when he first heard the birds sing the note that made him think about “B Flat Blues.” Especially with a person like Miles, whose entire life was a canvas to create whatever he wanted—a style of clothes, music, a way of talking, the women in his life—I didn’t want to create some up-and-down story about him.

At its best, the movie plays like some crazy impressionistic mosaic.
When I met with the family, the approaches I heard all felt like different versions of the same biopic. I said, “I can try to do Ray, but do you think he’d really want that?” If someone comes to you with something different, fresher or elliptical, like “Miles is a gangster,” that would be interesting to me. I could see this sort of 1970s movie: snap zooms, push-ins, “Don Cheadle is Miles Davis as Miles Davis in Miles Ahead.” I wanted to make a movie that Miles would have wanted to star in. I drove away from my meeting with the family, got seven blocks and thought, Nobody’s going to do that unless I do. I called them back and said, “I think I have to do it.”

Did any other movies inspire you?
Every time my co-screenwriter, Steven Baigelman, and I thought we were going down the road of making something didactic and linear, we’d watch Walk Hard: The Dewey Cox Story, laugh and get terrified again. We also watched Toto the Hero because of the way it deals with flashbacks—they’re like fissures that shoot the main character off to here, then slam him back into his present-day life at a 90-degree angle. When I was making it, I was terrified. I tried to give it away and hire another director. I would have been relieved if it had gone away, because it was just too, too hard. I had to learn to play the trumpet. I was the lead actor, director, writer, producer. I paid for it, did the music, raised the money. I was everything. It’s not necessarily the smartest thing to do. I don’t think I would like to do it like that again. The first time I watched it, I left the editing room and didn’t go back for weeks. All I could see was everything I hadn’t achieved.

Jazz music, a period look—not the easiest movie to get financed, right?
Putting the movie together with the financiers, it was like, “Who’s the white dude in it?” Not a white dude sitting shotgun; he had to be in the driver’s seat. Until we got Ewan McGregor to play the journalist tracking down Miles, it was not happening. Thank God Ewan came in and did it, and he’s great in it.

Did you ever ask your Ocean’s co-star Brad Pitt to play the guy?
No. Maybe I mentioned it to George Clooney. I know what they want to do and who they want to work with. Miles Ahead is a bit of a proving ground for me. I don’t mind having to prove it that way. I don’t mind it being a meritocracy that way. I’m very circumspect with the roles I take. I’ve done movies with first-time directors where I’ve had to be like, “No, we have to hang out. I’ve got to talk to you for a long time, because we’re going into battle and it’s too long a time to spend with somebody if they’re not really solid.” When Paul Thomas Anderson asked me to do Boogie Nights, he’d done only Hard Eight. Paul is the most wonderfully arrogant person, full of his own shit. We met at a deli, and he kept saying, “If you don’t do this movie, you’re going to be very upset that you didn’t.” Finally he dropped all the bullshit, and I was like, “Oh, I can see you’re for real now.”

Following up on your Miles-as-gangster take in the movie, there’s a lot of gunplay involving a paranoid, drugged-out Miles and the music journalist—some serious, some comic. In real life, do you feel the need to be armed?
No. I’ve thought about it. My mom grew up in a sketchy neighborhood in Kansas City, and she used to carry a little .22. She told me, “I had to stop carrying a gun, Don.” When I asked why, she said, “Because ‘excuse me’ turned into ‘move.’ ” It’s dangerous to carry a gun, because at some point you stop having to be polite and it’s a stone’s throw away from “Fucking do what I told you to.”

Things escalate fast.
It’s not about the gun; it’s about what you’re going to do with it. Are you that dude? Most of us are not that dude. Criminals come ready. The bad guys are going to walk up to you with your gun out and say, “Give me that fucking gun,” slap you around with it and rob you. This gangster friend of mine who is now in a wheelchair is like, “I used to just walk up and take guns from dudes and go, ‘You’re not serious.’ ” He made a career out of that, as a lot of gangbangers do. He messed up and picked the wrong guy one time—that one out of 50 dudes who was serious.

At the risk of sounding cheesy, did you ever feel Miles Davis’s presence while making the movie?
Only his approach of “Fear no mistakes, for there are none. Jump off a ledge.” If he heard you rehearsing a solo in your hotel room and you came down and played that same shit onstage, you were fired on the spot. It’s like, “I’m paying you to rehearse in front of people. I’m paying you to find it.” Miles Ahead closed the New York Film Festival. I was waiting to go onstage to introduce the movie, and my daughter Imani said, “I’m 19 now, and I remember sitting on your lap when I was 10 and you were on the phone talking about this movie. You’re here, you did it, and people are watching it. Come here with me, Dad. Be here with me.” From that moment on, I’ve been like, “This is great.”

What can we expect from the new Captain America: Civil War?
If I open my mouth about it, I feel as though there’s a red dot pointed at my forehead. Like there’s a sniper behind that tree right there and he’s saying, “Go ahead, tell him shit, Don.” I’m excited that the Russo brothers, Anthony and Joe, directed it, because they want to bring back the good old days of the first Iron Man. They’re edgy dudes who don’t come from a Marvel or comic-book background. Hopefully they’re able to infuse the movie with this more confrontational, darker energy. They’re also doing Avengers: Infinity War—Part I and Part II, which I think will start toward the end of this year and go into 2017.

Does your character have more to do this time?
If things keep going the way they have been, I will continue to make more but work less than ever. I was on Captain America four days or something, because they scan you doing 55 expressions; they send you in a circle and take images of your entire body. So in the movie, as soon as that visor goes down, it’s a drawing or a stuntman. It’s not even us anymore.

Some of the Marvel movies have been great, but others have been the same old, same old. Why do audiences keep going?
It’s wanted. It’s desired. I want to hear Robert Downey Jr. talk shit and be flip to Captain America. I want Captain America to have a stick up his ass and tell Tony Stark about not cursing. I want to see Thor know he’s the shit. These characters are important to people. They’ve grown up with them, if not in the movies, then in comic books in their bedrooms, reading at night with a flashlight when they weren’t supposed to. That goes deep for people. The Marvel people understand better than anybody that we’ve got to start fucking with this genre a little bit. Guardians of the Galaxy wasn’t like Avengers, and neither was Ant-Man.

So when you add it all up, would you say you’ve finally made it?
Fifty percent. As an actor I’m always terrified I’ll never get hired again. I’d say there’s a better than 50 percent chance that I can work and make enough money so I won’t lose my house. Maybe now I can go do a play and not think, Are they going to forget about me? That, to me, is making it.