Still, he is no stranger to the classical music world. Marsalis made his debut in 2010 with the New York Philharmonic, playing Alexander Glazunov’s Concerto for Alto Saxophone. This is one of the two pieces that he will perform with the City Chamber Orchestra of Hong Kong at City Hall on April 27.

The musician says that, and Darius Milhaud’s Scaramouche suite, which he has recorded, were the orchestra’s choices for the programme.

“I tend to leave those decisions to the orchestras, because they know their markets,” he says over the phone from his home in Durham, North Carolina.

“All markets are different culturally, and they have a sense of what the audience will appreciate. Rather than become a single-issue candidate and say ‘I’d love to play with you and this is the one piece I play’ I put myself in a hellhole by having to learn multiple pieces. But it has made me a better musician, even if it has cost me lot of sleepless nights.”

Unlike his brother Wynton, who won the first of his nine Grammy Awards in 1983 for a classical recording, Marsalis, only began to perform seriously as a classical musician well into his jazz career.

“I have always listened to classical music but you have to develop your ears in another way to really listen to complex instrumental music. I remember listening to the music and not really hearing it,” he says.

“Sometimes I’d take a year off from a piece of music and then revisit it, and once I’d revisited that composition my brain would have done enough neuro-mapping, as it were, to understand the piece a lot better than when I initially listened to it.”

He nevertheless made his first album of classical music for saxophone, Romances for Saxophone, as long ago as 1986.

“That wasn’t really a classical record,” he says now. “It was one of those pretty melody records. I really didn’t have the kind of control of my instrument or the understanding to really be playing classical music.

“I was more of a jazz and pop sax player, and it wasn’t until my 40s that I actually took lessons to learn how to develop a tone and a sound and a style.”

He is similarly dismissive of Creation, released in 2001 which includes the Scaramouche suite. But he is perhaps his own harshest critic. The album was critically very well received and made number 2 on the Billboard Classical chart.

“The Orpheus Chamber Orchestra was trying to do these crossover projects and they wanted to do one with me. I told them I’d be happy to do something but I wasn’t interested in doing classical versions of jazz pieces and all that kind of stuff,” he recalls.

He agreed instead to make an album of 19th and 20th century French classical music for saxophone with the orchestra, and started to work on pieces by Erik Satie, Claude Debussy, Maurice Ravel, Darius Milhaud and Gabriel Fauré.

“That was when I realised I was kind of in over my head, and that I needed lessons. My mouthpiece wasn’t right. None of it was right. The way I heard the music was wrong, but it kind of started me on a path,” he says.

“I’m not really fond of that record because the material was more difficult than I could handle at the time, but it started me on the path that I’m on now, and it gets better every year.”

The pieces selected by the Chamber Orchestra are among his favourites. Scaramouche was originally composed by Milhaud for two pianos, and first performed in 1937, but he later transcribed it for saxophone, and for clarinet. Jazz bandleader Benny Goodman was among the first to perform the clarinet version.

“The first movement is by far the hardest part,” says Marsalis. “That’s what gives me the most trouble. I haven’t really played the first movement to my satisfaction in a live performance yet. Hopefully next time will be the one.”

The Glazunov concerto also has special significance for him, because he performed it for his debut with the New York Philharmonic.

“I had the pleasure of working with Andrey Boreyko who is a fantastic conductor. He’s Russian and he talked to me about the importance of emotion in Russian melody, how there are certain melodies that represent certain emotional states, and the major emotional state of the Glazunov concerto is melancholy, because he misses home,” he says.

Unlike the Scaramouche suite, there is no official recording of Marsalis performing the Glazunov concerto, and he is not expecting to record again with an orchestra in the foreseeable future.

Fans of Marsalis the jazz musician, however, do have another quartet album, recorded with singer Kurt Elling, to look forward to. That, he says, will be released in June.

Another recent development in his career is that he is in demand as an unaccompanied soloist, following the success of a live recording called In My Solitude which he recorded in San Francisco’s Grace Cathedral.

As the quartet is also busy, and Marsalis is active as a composer of music for stage and screen and as a music educator, his commitments take a fair amount of juggling.

“We recorded it for archival purposes. There was never an intent to release it, and I was absolutely certain I’d never do it again,” says Marsalis.

“We wound up through various circumstances releasing it, and I played upward of five or six solo concerts in January. I’ll be playing some solo concerts in May in the UK. It has kind of arrived, and I need to find more time to practise some of the pieces I have in mind for solo work. That’s one of the goals. To find some time to learn more material for solo concerts. There is no respite right now.”

Branford Marsalis with the City Chamber Orchestra of Hong Kong. April 27, City Hall Concert Hall, 8pm.Tickets HK$200, HK$380 and HK$480. Inquiries: 2864 2156