I’d be completely different if I hadn’t grown up in New Orleans – there was music everywhere. So much of it was live. You could walk down a street at any time of the day or night and there would be people making music: a tuba player, horn players, bass drum players. And there would be brass bands and people dancing. All this was normal to me, and it wasn’t until I left that I realised how fortunate I’d been to be surrounded by this incredible diversity of live music. You feel its energy in the air.

Both my parents were lawyers. My father was the district attorney of New Orleans and my mother was a judge, so they were both in public service. From them I got ideas about trying to be vocal about change. The first thing I did, in 1993, was to start a Mardi Gras parade inclusive of everyone – men, women, black, white – because I thought people should be able to celebrate together. The parade is called Krewe of Orpheus. Today it’s the biggest, most beautiful parade in the whole of the New Orleans Mardi Gras.

My mother was Jewish, but didn’t practise; my dad was and is a devout Catholic. My sister and I went to church with him and we were raised Catholic. I’m still a Catholic. I go to mass regularly. Human beings are human beings and there are faults in the institution, but I go to church to hear the word of God and to try to be a bit better when I come out than when I went in.

When Harry Met Sally [Connick arranged and performed the music] was an amazing time in my life. Before that I’d had two records out and they’d done OK, but that film meant I went from selling thousands to selling millions of records and it put me out there on an international level. It was before the internet, so if you were on a billboard people were going to hear about it. Those were much simpler times.

I’m infinitely thankful and not a day goes by when I don’t realise how lucky I am. But I also work hard. I want to know my craft and be ready to take on its challenges. In a Broadway show you’re doing eight shows a week, and people are paying a lot of money to be there. You can’t just go out and wing it. You have to treat your body the way an athlete would. You have to be disciplined and make sure your voice and your body are in shape.

This last year has been such a rollercoaster. On the one hand it’s been so tragic and confusing and so many have been lives lost, but at the same time it’s been laden with silver linings. The time I’ve had with my family, the amount of work I’ve been able to do in ways I wouldn’t have been able to do it. I played all the instruments and sang all the vocal tracks on my new album. I wanted to do something that would give people comfort and help me document my feelings about what I was going through.

I wouldn’t change having three daughters for anything. I love learning about women and every day that goes by I’m more aware of how incredible women are. I think it’s something you have to study as a man, and I’m so lucky to have four women in my immediate family from whom I can gain perspective and be inspired and learn from. I’m in awe of women and everything they endure.

Alone With My Faith, by Harry Connick Jr, is out now on the Decca label