He's got a big hit with the dark comedy "The Dance of Death."
The Highland Park native says he always wants an encore on his home stage.
The show is a newer version of August Strindberg's "The Dance of Death."
Jeff Perry and Kathryn Erbe play the couple making their marriage a war zone, with a comedic twist.
"This is a domestic mess of great complication, depth and silliness and gravity, this is challenging let's do this," Perry said. "My 70-year-old brain, I'm like come on Jeff, come on you did this when you were 30!"
"I think I can do this forever I love it that much and this is the way I feel," he said.
When asked if Steppenwolf could happen anywhere else but Chicago, Perry said:
"We went into a Chicago where there's no particular fame or fortune... If you got $10 more, much less $10,000 or $100,000 for that film and TV offer -I just thank God it wasn't an option in Chicago."
Perry's wife is a casting agent who put got him into "Scandal" as a scheming scoundrel with no moral compass.
"She thought, 'oh my husband, I think he could play some Washington contemporary version of a monster'," he said.
When asked why people should go to see the show, he said:
"You guys, we've got a double doctorate in domestic mess, you wanna see us fling ourselves at this one- come check it out, you'll get a kick!"
"The Dance of Death" is at Steppenwolf through March 22nd.