On a November night, 22 years ago, fresh off a plane from New York, I walked into the Goodman Theater in Chicago and straight into the depths of depression. I felt privileged to be there. Because my guide that evening into the state of paralyzing unhappiness was Brian Dennehy, who was making one man’s inner darkness uncannily visible as the title character of Arthur Miller’s “Death of a Salesman.”

I had admired Mr. Dennehy — who died on Wednesday, at 81 — as a smart, risk-taking and undersung actor onstage and onscreen. He was a heartbreakingly sensitive lout as the parvenu Lopakhin — a brute with a touch of the poet — in Peter Brook’s production of Chekhov’s “The Cherry Orchard” (1988) at the Brooklyn Academy of Music. His performance as the serial murderer John Wayne Gacy in the 1992 television film “To Catch a Killer” was a penetratingly human portrait of a monster, and it haunted my nightmares for a long time.

But nothing I had seen Mr. Dennehy do before prepared me for his take on Willy Loman in Robert Falls’s shadow-shrouded “Salesman,” Miller’s benchmark drama from 1949. The scale of his performance was more genuinely tragic than any version of Willy I’ve seen before or since. Mr. Dennehy had a large and brawny frame that loomed intimidatingly from a stage. Yet the character he was portraying thought of himself as a little man — so insignificant that he was afraid he was on the verge of disappearing altogether.

The disparity between Mr. Dennehy’s physical stature and his character’s sense of smallness generated extraordinary pathos. It was as if he had been made outsized by pain. And there was a visceral intensity to the way he moved, always grabbing at his body and face, as if he wanted to tear off his skin.