Weiner is in the midst of the seventh and final season which, like its cable-channel stablemate, Breaking Bad, has been split into two halves. The first seven episodes will start this month and the final seven will be shown next year. "By the time the first seven finish airing I will have almost finished shooting the second seven, so it should be interesting," Weiner says.
How is he feeling right now, so near the end?
"I'm not a wreck yet - there's too much work to do," he says. "But for someone who doesn't like saying goodbye it's going to be really hard ending something that's been part of my life since I was 35. It hasn't just been the past seven years - I actually wrote the pilot 14 years ago."
Raised in a high-achieving Jewish family in Baltimore, Weiner, 48, has been married since college to architect Linda Brettler and the couple live in Los Angeles with their four sons, including Marten, who plays Glen Bishop in Mad Men.
For a while Brettler was the sole breadwinner but by his early 30s Weiner was a writer on the Ted Danson sitcom Becker while beavering away at night on the pilot episode of Mad Men. For four years he carried the script with him everywhere in his briefcase, before impressing David Chase so much with it that he gave Weiner a job on The Sopranos. He did four seasons of HBO's ground-breaking Mafia drama although HBO would later pass up on Mad Men without even the dignity of a reply.
Since the close of season four of Mad Men, says Weiner, he has carried in his head an exact picture of what will be the final moments of his show.
"I hope that it has an impact ... I don't want to undersell it, but this is not a mystery show, so it's not like it's so earth-shattering. But it's how I felt the series should end."
And as he put it to an American website recently: "I believe in risk and I'm not just going to limp out with Don in a Nehru jacket."
Whatever Don is wearing in 14 episodes' time, don't expect Weiner to share any details. "It's not a game that I'm playing. For me, most of the audience doesn't want to know, so we try to preserve that so the credits land and you'll think, 'Where am I?' Or even: 'What year are we in?"'
With season six ending in late 1968, it wouldn't be a long shot to suggest that season seven will take place in 1969. The tumultuous events of that decade have always been a supporting character in Mad Men, more important in their way than the sharp suits, hourglass dresses and the whole retro-glamour provided by art director Dan Bishop and his team. But, says Weiner, you have to tread carefully with history.
"If you were to write a Mad Men-type show about this period 47 years from now, it might be hard to explain to people how obsessed we are about the Malaysian airliner," he says. "I've had a very consistent philosophy that history is not important at all on one level because I don't feel those events are important on our lives. I cannot avoid history in 1968 - it is in people's lives - but I treated the civil rights movement, for example, in the way I think it was absorbed ... from what I can tell was going on in New York City, which was free of violence for the most part."
So what of the perennially enigmatic Don Draper, embodied so brilliantly by Jon Hamm who, at the end of season six, in Roger Sterling's immortal words, "shit the bed".
"I look at that finale and it could have been the end of the series," Weiner says. "I told all the story we had but I didn't know it was going to be such a good set-up for what was appropriately the last season of the show.
"It was a great place to leave him - in a moment of truth.
"The question is: What about the rest of his life, which he blew up at that moment? If hitting bottom was the best thing that ever happened to him, then what's next?"
Don's daughter is played by the extraordinary Kiernan Shipka, who is 14 now but was only 6 when she started playing Sally. "Most of times on TV when you get a young kid like that, even if they are a good actor, they're just a prop, says Weiner. "It wasn't until the first season was over that I realised that the 6-year-old girl who was playing Sally Draper was standing in for the audience. And having an actress who's basically a prodigy ... she really became a character and I did not expect that."
"Coming from The Sopranos, I realised right away that if I cast the show right and took everybody's lives very seriously and said, 'Okay, Pete Campbell's not just a villain, Peggy is not just the new girl, Joan is a character with her own story through the life of the show, Roger Sterling is alternately Don's best friend and the most entitled person and some older version of Pete' ... and then having this many hours you have to take these things seriously. The surprise is that the actors exceeded their purpose. From Jon Hamm down all the actors have always worked hard here."
Mad Men has certainly transformed the careers of Vincent Kartheiser (who plays slime-ball Pete Campbell), Elisabeth Moss (Peggy Olson, the copywriter and proto-feminist last seen seated in Don's chair), January Jones (Don's ex-wife Betty) and Christina Hendricks (Jessica Rabbit-shaped office manager Joan Holloway).
As a treat before filming began on the final season, Weiner gathered his lead cast to watch each other's audition tapes, including John Slattery pitching to be Don Draper (Slattery eventually won the wisecracking silver-fox role of Roger Sterling). "It was an opportunity for sentimentality," says Weiner. "It was also a real moment of camaraderie and respect because those are about eight or nine of the best auditions you are ever going to see. The most exciting part was seeing them watch each other's stuff because actors are very competitive people.
"We're all trying to get through this thing without disintegrating. I can't speak for the fans, but for the writers and actors this is a mortality issue on some level; this is a very big moment for all of us and our careers and our personal lives the marriages, the divorces and the amount of babies who have been born in the past seven years. But when we get to 'this is your last scene' that is going to be something. I'm not ready for that yet."
What: Mad Men seventh season
Where: SoHo channel
When: Sundays 8.30pm from April 20
- TimeOut / Independent