The 39-year-old actress shared the story in an interview with The Guardian published Saturday. Hendricks told the publication she and her manager were interested in the role, but her agency did not believe the series would be successful.
"They said, 'It's a period piece, it's never going to go anywhere. We need you to make money and this isn't going to make money,'" she recalled. "They ended up dropping me."
"I had been on several shows that were meant to be the big ones, that would go on forever, and they didn't," she continued. "So there was no sure bet and I'd already taken a chance on them and I felt, why not do the one you're in love with and take a chance on that?"
Mad Men premiered on AMC in 2007, and was an immediate success. Seven seasons later, the show is one of the most celebrated on television, and Hendricks is once again an Emmy nominee for her portrayal of Joan. Part one of season seven came to a close in May, and the second part will conclude the series in spring 2015.
Hendricks will next appear alongside Charlize Theron, Nicholas Hoult and Chloe Grace Moretz in Dark Places.