By Sandy Cohen, Entertainment Writer

WEST HOLLYWOOD, Calif. (AP) --

Standing on "The Tonight Show" stage with his trumpet in hand, Don Cheadle wondered to himself why he agreed to this. What was he thinking when he said he'd perform with the show's Grammy-winning house band, The Roots?

Nerves threatened to rumple his perfectly tailored suit. Cheadle had been diligently studying the trumpet to play Miles Davis in his new biopic, "Miles Ahead." He spent a decade mired in Davis as he developed, produced, co-wrote and eventually directed and starred in the film. But this wasn't a movie set – it was a live TV show. And he was Don Cheadle, not Miles Davis.

Band leader Questlove called out a key and music style – "Blues, B flat" – and Cheadle lifted the trumpet to his lips.

"I just started playing and just kind of soloed. And I surprised myself," Cheadle said in a recent luncheon interview. "It felt like: Go ahead, put the horn to your mouth. Why have you been doing this? Play!"

Cheadle had been a Davis fan since his teens, when he played the alto sax and considered a career in music instead of acting. But he was never interested in portraying the jazz icon on screen.

"I wanted to be Miles Davis, not depict Miles Davis," he said. "I wanted to actually go through the exercises and be in the creative space that he seemed to live his entire life in."

Cheadle wanted to feel that unbridled, insistent energy. That's what should fuel any movie about Miles Davis. So he pitched a sort of "heist" film, where "what's being stolen to be his own voice and his expression and his creativity and he has to fight to get that back."

"Miles Ahead," open now in New York and Los Angeles and across the country April 22, juxtaposes two periods in Davis' life: his relationship with his first wife, dancer Frances Taylor (Emayatzy Corinealdi), and a multi-year span of drug addiction and creative stagnation about a decade after their divorce.

Cheadle wanted the story to feel like a piece of music that flowed in and out of its past and present, an inventive approach that would require Davis-style creative audacity for a first-time feature filmmaker to achieve. So Cheadle approached the movie as its subject might have.

He was in full costume and character when Corinealdi first came on set and never broke to introduce himself as her director and co-star. He addressed her as Frances.

"The fact is he's a first-time filmmaker, but it never felt that way," she said. "He was always in control."

There were, however, some things he couldn't control, like the movement of the Marvel Universe. After laboring for years to get his Davis biopic made, the timing of its green light meant Cheadle would miss half the film's pre-production because of previous commitments to "Avengers."

"They're in first position on everything," he said. "I was on that movie before I was on 'House of Lies.' And thank you, Marvel, because it allows me to do all this other stuff, and I like those movies."

Cheadle can again be seen as his Marvel character, War Machine, in "Captain America: Civil War," opening next month.

Because "Miles Ahead" took so long to come to fruition, enduring various rewrites and false starts and a worldwide economic recession that made some financing evaporate, Cheadle had Miles on his mind for a long time. He was there as Cheadle made multiple Marvel movies and earned repeated Emmy nominations for playing Marty Kaan on "Lies."

"In this period of time, I've sent kids to college and buried a parent," Cheadle said. "There's just been so much that has happened while we were trying to get this going that, in some ways, probably found its way into the movie."

Perhaps just as much, Davis' creative fire found its way into Cheadle. It's a feeling he calls "Meta-Miles."

"That's so what I wanted to induce from this process and understand and make a part of my process: Be scared. Be on the edge of your creativity. Be willing to fall flat on your face and be in an unknown place," he said. "If you're doing that, you're probably growing."

So far, that approach has allowed him to direct and star in a biopic of an icon and play a trumpet solo on live TV, but it hasn't removed every creative fear.

When "Miles Ahead" was making its world premiere on closing night of the New York Film Festival, Cheadle was so nervous, he felt he might lose his composure.

"It was my 19-year-old daughter who actually kind of got my head right about it," he said. "She's like, 'Dad, I was 9 years old when you started this. I remember sitting on your lap and you writing on the computer and putting me to bed and humming Miles Davis to me… And now I'm a woman and you're here and you did it. You should feel good.'

"I was like: You know what, I'm going to do that."

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