“I’m filled with sadness when I see that ending. I get all choked up — just thinking about it, I get all choked up,” he said on Sunday.

David Chase won’t explain the controversial end of The Sopranos, but after nine years since the HBO series went to black, the finale still makes the show’s creator sad.

“I’ll tell you this about it,” Chase said, responding to an audience question at Vulture Fest in New York City on Sunday night. “I’m filled with sadness when I see that ending. I get all choked up — just thinking about it, I get all choked up.”

And Chase was quick to clarify what he meant: “The way the thing builds and the music, to me, it gets me; it makes me want to cry. And it's not, 'oh there goes the show, there goes part of my life' — it’s what’s going on on the screen.”

Chase sat down with New York Magazine television critic Matt Zoller Seitz at the event and reflected on his work, starting with his first producing gig on The Rockford Files, which launched his career and gave him some insight for The Sopranos.

“One of the things [Rockford creator Stephen J. Cannell] said to me is that Rockford can be a jerk-off and a fool, but he’s got to be the smartest guy in the room,” Chase said. “I used to tell the writers that on The Sopranos.”

But Chase never thought the series would get made, let alone be one of the most successful television series of all time. He kept being told that the mafia conceit was tired and was constantly questioned about the family and psychological aspects of the show. After he delivered the script to Fox in 1995, he never heard from them officially except for a phone call from an executive who mentioned that she liked the show “on a human level,” but that was it.

“It was, this was the luckiest day of my life, the day they passed. It would have been catastrophe of divergent expectations,” Chase said, who explained that when working on network television, “It was all rules, everything they ever said was a rule.”

He wanted the show to go to HBO but was told the cable network wouldn’t spend the money, and in what Chase describes as the perfect confluence of events, HBO was looking to do more original programming at the same time they received the script, and the series premiered in 1999.

But he was still unconvinced the show would work, especially since the first reading of the pilot, days before shooting began, went terribly. He did find magic with his leading actors James Gandolfini, Edie Falco and Lorraine Bracco, who were unknowns before the series aired.

Chase took some time to think of what made the late Gandolfini so perfect in the role, before saying, “If I have to think about it now, it was the rage, number one, and the sadness, probably number two. And his unprotectedness — he did not protect himself at all. He would do anything we asked him to do.”

But he didn’t always do it easily and Gandolfini was sometimes uncomfortable in the limelight. “I used to get the same calls — ‘I really can’t do this tomorrow. Why is it so important that I do this tomorrow?’” Chase said. “I don’t think Jimmy was comfortable not being a working-class guy, I think that’s where he really felt he belonged, and when he went beyond that, he felt that he was not himself.”

The series also had autobiographical elements for Chase. Of the psychiatrist Dr. Jennifer Melfi (Bracco), he said, “It came from years of therapy. Melfi was based on my therapist, a woman named Lorraine Kauffman.”

Chase has spoken before about how Tony Soprano’s mother is inspired by his own, but there are other ways he relates to the characters as well. “The thing about being a parent, definitely. If my wife and I hadn’t had a child, there would have been no Sopranos at all,” he said, also adding, “Tony is very much like my father, he’s also kind of like me.”

But Chase only directed two episodes of the series — the first and last. “It made me nervous, and because as the show got more popular, it became more and more like running a huge aircraft carrier task force,” he explained. “ I was always very skittish about leaving the writers room.”

Before every season, Chase would go away and map out a “blueprint” of what would happen to the various characters that season, and there were two writers on the show, in particular, that he could really rely on to deliver.

“Terry Winter was the go-to guy, period,” Chase said. “He and Matt [Weiner], Matt was different; Matt didn’t have any experience with this. Terry comes from Brooklyn, I come from Jersey. Terry was always willing to pick up the slack no matter what.”

Although when asked what TV shows Chase admires that have aired since The Sopranos, Chase explained that he knows it’s good if he’s jealous and he was jealous of Weiner’s show Mad Men.

As much as he could, Chase tried to remove himself from reading about the series. “The only way to do this properly was to not get to affected by what people are saying,” Chase said, but he also added that there was never an intention to "frustrate the audience.”

“We tried very hard to make The Sopranos, as much as possible, really a look at organized crime in the Tri-State area at that time.”

But he was okay with not giving answers, because to him, that was the point of the show — Tony Soprano was a guy searching for the truth. Zoller Seitz commented that the scenes between Tony Soprano and Dr. Melfi were particularly striking because they subverted what normally happens in psychologist scenes on TV, in that there was never a breakthrough or an epiphany.

“There was never an epiphany until that scene in Holsten’s diner,” Chase teased. “I’m joking! I’m joking! I’m kidding.”