Joe Bonamassa has thrived outside the system for some time. Releasing albums and booking tours through his own J&R Adventures, his fiery guitar work and impassioned vocals have made him a flourishing international draw, while his U.S. profile continues to rise. In August, he sold out a special “Muddy Wolf” performance at Red Rocks, and two nights at Radio City Music Hall loom in January. Bonamassa’s new record, Different Shades of Blue—his first studio effort to feature all-original material—reached the Top 10 on the Billboard album charts and has been a steady presence atop the blues charts since it was released in late September.

Let’s start with the Muddy Wolf night at Red Rocks. How did that come together?

We had the gig booked at Red Rocks, and we wanted to do something special by starting this concert series where we take out a different band and do a catalog of material that may or may not represent anything that I’ve done as a solo artist. The idea of Muddy Wolf came up from [longtime producer] Kevin Shirley—starting off with Muddy Waters tunes and then doing a set of Howlin’ Wolf and then a few of our own songs. That just seemed like a really good idea—I really love the catalog and the band was just stellar. For me, it kind of proved the concept that 10,000 people will come out to a blues concert in America. It proved that it’s not just something that’s going to be put in the Smithsonian one day.

So that will continue next year at Red Rocks?

Yes, we’re going there again and we’ll also be touring amphitheaters next summer with the über blues band from hell, which will be a lot of fun. I can’t exactly tell you what we’re tributing, but think of “three crowns.”

You mentioned Kevin Shirley, who has produced a number of your albums, including your latest. Different Shades of Blue differs from its predecessors, though, in that you wrote all of the songs. What led you to approach it this way?

I think I owed it to my fans, first and foremost, to do an album like that. I also owed it to myself to see if I could do it. I took a year to make the record and said, “I want to write this thing. I’m going to figure this thing out and write it, and if I can’t write it all myself, I’m gonna get with guys who are gonna help me do it.” So I went to Nashville, [Tenn.,] five times and got the whole thing sorted out. I am really proud of it. I think it’s one of the stronger records we’ve released.

While the album consists of all-original compositions, you do come out blasting with a taste of Jimi Hendrix [“Hey Baby (New Rising Sun).”] What was your thought process there?

Just to kind of throw people off a little bit. You hear Jimi Hendrix at the front and you go, “What is he doing?” And then, if you put the whole record on in succession and just listen to it and not look at the titles, after that Hendrix tune at the front, you hear 11 tunes of original music. So it’s a cool way to kind of start the record, and it’s a totally challenging song to play.

Your career has been a real DIY triumph. Can you talk about the initial decision to go that route and how it has all played out?

Necessity is the mother of invention. In terms of the record company, nobody would sign us. After we got out of the deal with Sony, we had an offer from an extraordinarily small blues label and we reckoned, “Well, if we’re going to take a deal that small, we might as well just do it ourselves.” So we made a record called Blues Deluxe that initially sold 40,000 copies, which was great for us. Then you start seeing the revenue you can make by just selling the records out of the back of your trunk.

Now let’s cut to another part of the deal: touring. We promote all our own shows and every- one goes, “Wow, you and Roy [Weisman, his longtime manager] are mavericks.” Let’s cut to reality: Nobody would book us and nobody would give us the time of day because we weren’t hip and we weren’t the flavor of the month and, if they would book us, they wanted to pay us nothing or they’d make the deal so crazy that we ended up paying them at the end of the night.

So since Live Nation or SFX—or whoever was doing all the club stuff at that point— thought that we weren’t ready for prime time, that begged the question: “If we’re gonna go to these smaller promoters, why don’t we just do it ourselves?” With the traditional way of doing things that you’re taught by the experts that work in all the big, powerful agencies, you’re the hottest thing in the world for six months and you get all the service and all the juice, or else you become persona non grata or persona never like me and you’re left to twist in the wind. So we decided to go out there and do it ourselves. They’ll laugh at you when you try it, but they’re not laughing now when it worked out.

You recently wrapped up a tour of Australia and New Zealand. Looking at your schedule, it appears that you have a month off. Given your work ethic, what do you plan to do with all that time?

I’m taking about a week and a half off and then I’m making a record with a side-project band that I do called Rock Candy Funk Party. That encompasses my touring drummer Tal Bergman and some really great players like [guitarist] Ron DeJesus, [percussionist] Daniel Sadownick, [bassist] Mike Merritt—who plays in Conan O’Brien’s band—and former Prince stalwart and overall keyboard genius Renato Neto. We do kind of this mixture of We Want Miles meets Herbie Hancock’s Man-Child. It’s a lot of groove-based music I’ve always kept behind closed doors and just listened to at home, like that band Stuff with Cornell Dupree, Richard Tee, Steve Gadd and Eric Gale. It’s also very much cut from the cloth of ‘70s and early ‘80s jazz-funk-fusion…in a good way. I know fusion gets a bad rap. I’m in two of the genres that get the worst rep: fusion and blues. [Laughs.]

Beyond that music, is there anything else you listen to that might surprise your fans?

I’m the president of the Bruce Hornsby fan club. I’m Bruce Hornsby’s biggest fan. Not many people would peg me for that but I just think he’s one of the great American composers, arrangers, singers, songwriters and bandleaders.

Have you ever worked with him?

I would love to. There are two bands I would play for right now in 2014. If Paul Rodgers, Simon Kirke and Andy Fraser called me and were like, “Hey, wanna do a reunion of Free?” I would be there. And if Bruce Hornsby was like, “Hey, wanna join the band?” I would go, “I’m there—where do I sign up?”