Brian Dennehy has no plans to retire, but the veteran actor admits his new show at Long Wharf Theatre in New Haven might be his last “big one.”

“It’s certainly the most difficult play I’ve ever tried to do, which is why I’m doing it,” the veteran actor says before heading off to a rehearsal for Samuel Beckett’s “Endgame,” a bleak, nonlinear tragicomedy that still puzzles and delights audiences almost 60 years after its first staging.

The 78-year-old Bridgeport native’s long and successful career in film and television has given him the freedom to be very picky when it comes to stage work. If a theater job he’s offered doesn’t scare him more than a bit, Dennehy isn’t interested. As a result, the actor has tested his talent and his physical strength against mammoth roles such as Willy Loman in “Death of a Salesman” and James Tyrone in “Long Day’s Journey Into Night.”

There’s scary and then there’s terrifying, however. The Arthur Miller and Eugene O’Neill plays tell basically realistic family stories in which audiences can eventually find themselves. Beckett deals in absurdity and despair, layered with black comedy, a style which some theatergoers find off-putting.

“There are some mysterious things in ‘Salesman,’ but both of those plays are slices of real life,” the Woodstock resident says of the Miller and O’Neill classics. “‘Endgame’ is different. Beckett is delving inside minds and souls and what he sees there. They are very demanding pieces for actors and audiences.

“That’s probably the reason there’s no intermission,” the actor says, laughing, of an audience’s inability to escape midway through Beckett’s surreal tale of two men locked into lives of endless bickering and repetition. Dennehy is playing Hamm, who treats Clov (played by Reg E. Cathey) like his lackey, even though this “servant” often seems more like the master.

“This is the sort of play I love to do, where you have no idea if the audience is willing to go along with you. ... But there comes a point where you just have to say, ‘This is a grown-up piece,’” Dennehy says of not sugar-coating Beckett in the belief that some people are willing to see theater that poses tough questions about life-and-death issues.

What viewers can hold onto throughout “Endgame” is the poetry of Beckett’s language and the surprising humor that bubbles up throughout the play.

Although their theatrical styles are very different on the surface, Dennehy sees many similarities between O’Neill and Beckett, especially the quintessential Irish trait of finding laughter in life’s darkest moments.

“That’s the essence of an Irish wake, and I’ve been to a few of those going back to the days when the box was in the living room, with iron trays filled with ice,” the actor says of the hilarious stories he’s heard survivors tell about the recently deceased. “By the end of it, the loved ones are so exhausted (from laughing) that they can’t wait to get the guy in the ground.”

Dennehy experienced the similarities between O’Neill and Beckett when he did their one-act plays, “Hughie” and “Krapp’s Last Tape,” a decade ago in a single evening at the Stratford Festival in Canada (a few years later, he did the plays at Long Wharf).

“They were written about the same time, and I realized that they were essentially the same play. Two older men looking back at their lives. I ended up thinking that they should always be done together.”

With his talk of coming to the end of a major phase of his career, I ask Dennehy if he has ever thought about looking back in the form of a memoir.

“I’m an actor, not a writer,” he says, shutting down that notion. “Sure, I’ve had an eventful life, but a relatively normal one. I’ve done right things and wrong things. Actors get too much attention anyway. The real stars are Beckett and O’Neill and Miller — the people whose work we’re doing. I’m just dancing to their music,” he says.

As far as the difficulty of his current job is concerned, Dennehy says, “What the hell? I’ve spent my whole life shooting the dice. Why should I stop at this point? ... They can’t put you in jail for bad acting.”;

Twitter: @joe’sview