But what he means by that depends on who he is talking to, and where.
The 48-year-old, ranked fifth on the list of highest paid actors on U.S. television last year with estimated earnings of $13 million, is preparing for an 11th season as Dr Derek Shepherd in the popular ABC network medical drama.
The first “table-read” of the script starts on the 22nd, next Tuesday, but first he has other lines to figure out – racing lines – and his own dreams to realise.
This weekend, the fictional white-coated surgeon from Seattle is getting up to speed around Germany’s Hockenheim circuit where he competes in the Porsche Supercup series against professional drivers.
Motor racing, as he told Reuters in the German Grand Prix support paddock, is not just a hobby. It has become as much a part of who he is as acting.
“It’s all consuming in many ways,” he said. “I couldn’t imagine not racing right now. It really keeps me motivated. It’s all I think about on a daily basis.
“I just truly love it. I love the sport, I love the people around the sport, I love the technical aspect of it, I love the mental exercise of it and the constant learning of how to perfect the setup of the car.”
Big screen legends Steve McQueen, Paul Newman and James Garner were all similarly smitten by the racing bug in their time and Dempsey can understand why.
As someone who earns big money playing fictional characters in fantasy worlds, racing is real and dangerous with challenges lacking elsewhere.
“I think it’s important for me to do both (acting and racing),” said the married father of three when asked which mattered most to him.
“I don’t dislike acting. There’s just certain challenges I’d like to have in my acting profession and I haven’t found those roles that have really made it worthwhile for me to give up a racing season to go do.”
Last month Dempsey competed at the Le Mans 24 Hours race, finishing fifth in his GTE-AM class after fourth in 2013. He made his debut there back in 2009.
The owner of Dempsey Racing has taken part in the gruelling Baja 1,000 off-road race, driven at Daytona and will be at Indianapolis the week after he meets up with the rest of the Grey’s cast.
“I’ve always loved racing since I was a kid, I used to ski race. I grew up in a small town in Maine. And ski racing in many ways is very similar to road racing,” said the Lewiston-born actor.
“I think it brings me back to that part of my life as a child. I have just always loved cars and racing. My father was a big fan of it, I used to collect Matchbox cars and on a Friday night my dad would always bring me one home.
“I was a huge fan of racing and then slowly just got deeper and deeper into it,” added Dempsey.
The real commitment started some six or seven years ago, when Dempsey did a course and obtained his racing licence before attending the Panoz Racing school at Road Atlanta.
With the money from television, and movies like “Enchanted”, “Made of Honor” and “Valentine’s Day”, the screen idol can indulge his love – or obsession – with speed.
“My focus is primarily Le Mans. I want to win Le Mans. One step at a time,” he said.
“It takes a lot of commitment and a lot of drive and a lot of things have to go our way but that’s my primary focus, to get back to Le Mans.”
Fortunately, those who pay his wages are understanding.
“They have been very kind to allow me to go racing when most shows wouldn’t,” he said. “They understand the importance of it and I think it helps them as much as it helps me.
“The good thing is, it’s an ensemble so evidently I’m not that important,” he laughed, accepting that might not be the case for his many admirers.
“They’ve been very gracious about allowing me out and they really work on the scheduling so that the stuff we are wanting to do next year they will schedule around me.
“I’m sure if I missed an episode they’d like saving the money. So I’m sure it would work nicely.”
Profoundly dyslexic, Dempsey said racing and acting require similar mental discipline and the ability to compartmentalise.
“I process things very quickly and sometimes I think when one is dyslexic I am processing the word too fast and can’t allow it to get to my mouth,” he explained.
“It does teach me to stay calm and work on the mental side of things, and that then translates into the car. The slower you are the faster you are.”
Learning a script, like studying a technical manual, has its challenges. But the outcome can be all the more satisfying.
“You just learn a different way. I can’t sit down and read from a text book. I would never comprehend it. It’s taken me a long time to be OK with that and not be down on myself,” he said.
“A lot of actors don’t learn their lines until the very last minute. I have to put in far more time…but when I do I know my lines inside and out. So if something is distracting me to my left, I can incorporate that and add it to the scene.
“I think that also applies into racing, as situational awareness. The more you are aware of what your surroundings are, the better off you are in the car.”
Inside the closeted motor racing bubble, Dempsey is a racer first and foremost – some in the pitlane even unaware of his celebrity status – and that works just fine for him.
“What is success in Hollywood? I don’t know what that means really,” he mused. “What’s a hit movie? What’s a hit show? What’s a good performance?
“A good performance on the track shows in the time. You can’t lie.”
(Reporting by Alan Baldwin, editing by Tony Goodson)