Speaking with ET at AMC's Black & Red Ball on Wednesday, the Mad Men star said that he didn't believe the nature of the series would lend itself to the film format.
"I think the show as it stands is a pretty nice story," Hamm, 44, told ET's Brooke Anderson. "I'd hate to have to kind of shoe-horn it into the constraints of a film."
Several notable franchises have opted to take the feature film route. Firefly
-- a cult classic sci-fi series that was cancelled after one season -- lived on in the form of the 2005 film Serenity.
And as mentioned, HBO's Entourage
is continuing its story line in the upcoming feature due out June.
But for Hamm, he feels that Mad Men works better in its current medium.
"I think there's a lot of very talented filmmakers out there," Hamm said. "But I prefer Mad Men as a television show."
"I think it's been a pretty special, creative experience and I think that you don't get those very often and when you do it's important to celebrate them and remember them very fondly," Hamm said. "And so I think saying goodbye to anything like that is quite difficult."
"[It's] hard to say goodbye to anything," he added. "I don't care if you've been with same dentist for 10 years, that'd be a pretty difficult goodbye as well."