By the time he was 20, Jon Hamm was an orphan, having lost both his parents.

Now, the 45-year-old "Keeping Up With the Joneses" star is opening up about how the loss affected him.

"[My dad] was twice widowed," he told the November issue of Elle. "He was divorced from my mom when she died, but even so, there’s a deep sense of tragedy in that. I never had the opportunity to, as an adult, sit down and talk to him about that. It’s a real loss."

When Hamm was just 10, his mother died from colon cancer. Ten years later, his father passed away.

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"I was quasi-adopted by my friends’ families. And even today I get emails or cards from these women who, for lack of a better word, were my mom," Hamm said. "We talk about what it means to be a family. Mostly it’s about showing up. And being aware enough to check in and say, ‘How are you doing?’ I’ve been incredibly lucky to have these people in my life."

Asked what advice he would give his 20-year-old self, Hamm replied, "The best thing you could say is: 'Appreciate it. Struggle is part of the journey.' That’s what I’ve learned in my 40s: This too shall pass."

Hamm, who checked into rehab last spring for alcohol addiction, recently espoused the benefits of therapy.

"After I’d lost my dad, I had this horrible paralyzing inertia -- and no one in my family was capable of dealing with it. So what do you do? Go and see a professional," he told Mr. Porter's The Journal. "I preach it from the mountaintops. I know it’s a luxury and it’s not something everyone can afford. But if you can, do it. It’s like a mental gym."

Deborah Hamm