The actor, who plays womanising advertising executive Don in the US series, appeared at Curzon Mayfair on Wednesday for a BAFTA interview with Jo Whiley.
Asked why his character has never had a pop at office vixen Joan, played by Christina Hendricks, Jon joked: "Who says he hasn't?"
He went on: "The Don/Joan dynamic is something that we do explore, and don't take this the wrong way, but we do explore as the show goes on.
"They have worked together for a long time they know one another very well and I'll leave it at that."
Hamm revealed that there was hope for his character yet, despite the tumultuous last series in which he lost his friend Anna and shocked his colleagues with a spontaneous proposal to new secretary Megan.
He said: "[Anna's death] may have caused some tectonic shift in Don, maybe one of the reasons we saw the proposal. It's not a mistake that he gives Megan Anna's ring, he did not give that to Betty, but I think that there is hope."
The fifth series of Mad Men starts on Sky Atlantic on March 27.