When Bill Simmons put out the call for documentaries for his “Music Box” series on HBO he made sure to get in touch with Penny Lane. He had seen Lane’s previous documentary, “Hail, Satan?” and asked if she had any ideas on artists to profile for “Music Box.”

Lane did have an idea: Why not ask Kenny G, whom she had first seen at the Blue Note in New York years earlier, if he would be interviewed for the series.

“I was onboard right away,” Kenny G said during a recent Zoom call from New York, where he and Lane were attending the screening of “Listening to Kenny G” at DOC NYC. “When she said she wanted to make the movie about why people have such strong feelings about [my] music, I thought this was a great subject.”

“This wouldn’t be a promotional film and Kenny wouldn’t have control over the creative,” Lane, seated next to her subject, said of the musician’s management approving her idea.

“However, I met Penny and something felt right about it,” added Kenny G, still sporting those signature curly locks, just as he has on all of his album covers. “I’m going to follow my instincts as I always have, and as soon as I said that, management said we’ll help you in any way we can.”

Eric Althoff interviews Penny Lane upon the release of her previous documentary “Hail Satan”

“Listening to Kenny G” follows the jazzman as he records his first new album in six years, called “New Standards,” which released December 3rd. In addition to writing and recording new songs, we hear Kenny G, ever an optimist, talk about how fortunate he’s been over the course of his career. Of course, he is aware that to a certain segment of the population, his looks and his music are joked about—Lane even trots out the famous lampooning by standup comedian Craig Ferguson—but for all of the doubters, there are the extremely supportive fans who have been with him for decades.

Indeed, some of them are quite famous, including Kanye West, who asked Kenny G to perform for his then-wife Kim Kardashian in 2019 for a video that went broke the internet.

“I almost didn’t put it in because I thought everyone knew that story, it was so viral,” Lane said, adding that the moment has been a continuous crowd pleaser at various screenings.

The documentary traces the path of Kenny G (short for Gorelick, his surname) from his hometown of Seattle, where his blue-collar father encouraged him to pursue his passion for music, all the way to the heights of stardom. In addition to West, younger artists such as Katy Perry have exposed a whole new generation to Kenny G’s music thanks to his sax solo in her song and video “Last Friday Night (T.G.I.F.)”

The documentary doesn’t shy away from the pop culture critiques of Kenny G’s music, but he and Lane said those are among the most enjoyable moments to watch with an audience.

“When they had some clever little ways of putting a knife in my heart, the audience laughed, and I laughed with them,” the musician said. “My son was sitting next to me and kept putting his hand on” his arm as if to reassure him, Kenny G said.

Of his own sons, Max and Noah, Kenny G said he is as encouraging of their musical ambitions as his own father in turn was so many decades ago. Max now plays guitar in a heavy metal band in New York and Noah is trying his hand at composing movie scores. Kenny G helps underwrite their dreams, provided they continuously work at it and don’t get lazy.

“I told them my dad did this for me, I’ll do this for you. Of course, after watching me practice every morning of his life, [Max realizes] if I practice I’m going to get better,” Kenny G said of his guitar-playing son. “My career may be one in a million, but that doesn’t mean [my sons] can’t have it. Just don’t think there’s Step A and then Step Z, and then you get my career. It doesn’t necessarily work like that.”

Of “New Standards,” Kenny G’s new album, the artist says he is excited to have new tracks to share with his fans, but admitted that he agonizes over every note and rest when composing his music.

“It’s painful to me to write music because it represents ‘me,’ so it has to be something I’m really proud of,” the saxophonist said. “Every note has to be exactly the way I want it, so when I make my records, it’s an arduous process.”

His concert calendar is getting busier after nearly two years of covid, including some gigs sharing the stage with symphony orchestras. He looks forward to sharing his new music with the fans who have been with him from the beginning—even if they perhaps want to hear older hits such as “Forever in Love” and “Songbird.”

“If you come to the concert because the songs remind you of something, great,” he says of the tender memories audience members might have of hearing his music in their younger years. “Why not!”

“Listening to Kenny G” is available on HBO and HBO Max. “New Standards” is out now.