Photo: Justin Stephens; Photo Illustration: Jamie Divecchio Ramsay

The star of USA Network’s popular Miami-set series Burn Notice, about “burned” secret agent Michael Westen, Jeffrey Donovan has left sunny Florida for a wintry Chicago run of the play Don’t Dress for Dinner. Meanwhile, he’s starring opposite Angelina Jolie in Changeling. We sat down with him at the Royal George Theatre.

You’ve said, “I don’t want to be Magnum P.I. I don’t want them saying, ‘Hey, Michael Westen!’” So is this French farce an effort not to be seen as just Magnum P.I.?
Jeffrey Donovan: Somewhat. It’s more specific to me wanting to just be back on stage. I worked on Broadway and Off Broadway for ten years. The excitement I feel on stage has never been similar in TV and film.

What’s specific about the stage?
Jeffrey Donovan: You get something back. You feel it. I did Changeling for three months before six months of Burn Notice—you don’t get anything back. And this farce: I know there’s going to be laughter—hopefully—and that immediate energy refuels you so you can go back in front of a camera for nine more months.

Burn Notice markets you pretty heavily as a sex symbol—
Jeffrey Donovan: [Laughs loudly]

Quite a laugh—you don’t agree?
Jeffrey Donovan: [Still laughing] I don’t know. I think they market it in a way that they make the show sexy. They make the cast sexy. They make the style—

But it’s you who’s half dressed.
Jeffrey Donovan: [Laughs; looks at the recorder] Only in the show, in the show. If any publicity helps the show, then great.

You’ve said people don’t approach you in L.A. because everybody there is in the movie business. Has it been different here?
Jeffrey Donovan: It’s so funny you ask me this question because I went to Petterino’s and there were these two women sitting at the bar next to me, and I could feel them staring at me. I’m ready for: “Are you that guy?” Or, “Um, are you in a TV show?” And the woman said, “I’m sorry, are you Jeffrey Donovan?” It’s one of the first times someone said my name.

When I told a friend I was interviewing Jeffrey Donovan, he said, “Who?” When I showed him a photo, he said, “Oh, yeah, that guy.”
Jeffrey Donovan: And I like that. I did an interview, God, 12 years ago for Playbill, and I said, and I still believe it, that if I can work in this business for many years and people still not know my name, I’ll be happier than working very few years in this business and everybody knowing my name.

That’s probably gonna change, you realize.
Jeffrey Donovan: Well, I think you’re making an assumption it will change based on how you see stars in the media. But let me ask you: Is Gene Hackman in the tabloids? Is Kevin Bacon? You choose that path. If you want that stardom, you go after it.

So you believe that’s as much the actor’s choice as the media’s?
Jeffrey Donovan: Absolutely. Otherwise you would not go on talk shows, you would not get magazine covers.

Did you mention any of that to Angelina Jolie?
Jeffrey Donovan: No, because that’s one of the great things about her is she draws that limelight to impoverished areas and incredibly dire situations.

What was your impression of her?
Jeffrey Donovan: She was an incredibly down-to-earth, very professional actor who is at the top of her game. Couldn’t have been nicer. But everybody on that set—I mean, they’re hired by Clint Eastwood. There’s no screwing around.

What’s distinctive about him as a director?
Jeffrey Donovan: How quiet he is. He’s incredibly docile, very gentle. He wants to create an atmosphere of safety, so when you walk on set, no one’s talking but in a hushed whisper. Not out of fear; out of respect.

You said, “My family grew up poor, so I got into fights with kids who would make fun of us.” Fighting to defend one’s honor—you share that with Michael Westen, right?
Jeffrey Donovan: Oh, absolutely. The writers can’t believe Michael’s universe is so in tune with my own. He ran away from his family to the CIA, and you’re absolutely spot-on. He was defending his honor as a kid, and his back story is very similar to mine, so he took on the greatest honor, to defend the country’s honor.

What about your own back story?
Jeffrey Donovan: My mom raised us three boys by herself on welfare. It’s not worse than anybody else’s life. We had to make ends meet. My parents were divorced, so my father wasn’t really in my life. We grew up like most kids, just wanting things.

So, as an adult, have you rewarded yourself with anything—a nice car?
Jeffrey Donovan: I make more money now than ever, and I drive a Camry Hybrid. [Laughs] A low-level $30,000 car that I’m leasing, and I’ve had it for years.

Don’t Dress for Dinner begins Friday 14.