Jagger and the Stones recently performed at the inaugural Desert Trip festival in Indio, Calif., over the summer which paid tribute to classic rock n' roll with performances Bob Dylan, Neil Young, Paul McCartney and the Who.
"I still want a challenge," Jagger, 73, said, "and doing things like Desert Trip is a challenge. There are great people on the bill and it's a special weekend. So that sets up a challenge for you and you just want to give it your best shot and try to please everybody and make everybody have a great time. You know, that's really one of my roles in life."
Up next for Jagger is a new Stones album, "Blue & Lonesome," which will feature covers of vintage blues tunes. The band is also involved with the art installation, Exhibitionism, a collection of Stones memorabilia which has spent the last six months at London's Saatchi Gallery and opened in New York earlier this week.
"I've got different feelings about it on different days," Jagger said. "Yes, it's all about the Stones and my life and the band, but it's still a creative piece of work. So you put yourself in the mind of the person who's going to visit this show and you go, 'Well, I think that's good, but this could be better, and let's change this,' so you're not just wallowing in nostalgia. You're being a critic of a creative enterprise."
The idea for the exhibit transformed from something Jagger called "impersonal" to a full-scale replica of an apartment Jagger shared with Stones' guitarist Keith Richards.
"I think it came out pretty much like it was, but when I first saw it, they'd overdone the filth," Jagger joked. "I was like, 'Don't have 10 ashtrays filled with cigarette butts. You have 50 beer bottles. Come on, guys. If we take it back a bit, it will still be filthy.'"
The band pulled together some of their personal items for the exhibit including costumes from their tours, Jagger's lyric book and Richards' diary from 1963.
Some of Jagger's clothes, like his famous jumpsuits, he had to take back from his daughters, Elizabeth and Georgia.
"My daughters had 'borrowed' them," Jagger said. "They thought it was funny to wear my '70s clothes. I got a couple of things back from them. I used it as a good excuse to say, 'Okay, time for you to give them back now. It has to be hung up in an exhibition."
Exhibitionism will run through March at New York's Industria studios and, from there, will travel to 10 cities over the next four years.
"Blue & Lonesome" is set to be released in December.