Martin Scorsese: The Rolling Stones provided the soundtrack to my decade of sex and drugs

There's a telling moment in the opening exchanges of Shine a Light, the new concert film of The Rolling Stones. Sitting on a plane, sipping champagne in first- class, and peering over his reading glasses, Mick Jagger is deliberating over the set-list for a gig at New York's Beacon Theatre in 2006. You can't help but think of Robert Frank's notorious film of the Stones' 1972 American tour, Cocksucker Blues, which depicted the group's orgies, drug-taking and vandalism.

How times have changed, and not only for the Stones. Back in the early 1970s, Martin Scorsese, the director of Shine a Light, was a young film-maker enjoying his breakthrough film, Mean Streets. In the stand-out scene of that tale of New York Italian-American low-life, Robert De Niro's cocksure Johnny Boy saunters into a bar to the sound of "Jumpin' Jack Flash". "I listened to their music all the time," the director admits – yet he hadn't grown up a fan of rock'n'roll.

Scorsese grew up in New York's Little Italy and studied film at New York University. He didn't see the Stones in concert until he was in his late twenties, in 1970, and admits that he didn't listen to much rock in the years before. "It was a working-class, conservative background in my family, so we listened to AM radio," he says. "But FM was just beginning, with rock'n'roll. So then I heard The Rolling Stones and Bob Dylan..." His first major credit, editing Mike Wadleigh's Woodstock documentary in 1970, was an education. "When I was on the stage at Woodstock, some of the groups I'd never heard before." In the four decades since, Scorsese has made films about Bob Dylan, The Band and the blues, but it's the music of the Stones to which he has returned again and again.

He has used "Gimme Shelter" alone in three films; and appropriately enough for the song in which Jagger howls that rape and murder are "just a shot away", the films are Scorsese's trio of blood-soaked gangster dramas, Goodfellas, Casino and The Departed. And such is his knowledge of the band's back-catalogue, "some of the songs I used in Casino, Jagger doesn't remember recording!"

Watch a trailer for 'Shine a Light'

Courtesy of Twentieth Century Fox

Scorsese has been working with Jagger since the late 1990s, on a project about the American music business; before that, he thinks he "met Mick Jagger once in 1976 or 1977 at a party somewhere in LA". His confusion is understandable, not merely because it was 30 years ago. Taxi Driver won the Palme d'Or at Cannes in 1976, and though this announced the director as a major player, he was by then suffering from the excesses of his own rock'n'roll lifestyle. A bout of drug abuse led to the collapse of his second marriage (he's now on his fifth), precipitating a bout of depression and taking its toll on his already fragile health (he is asthmatic).

Despite his personal difficulties, Scorsese's film of the 1970s revealed his love of music and its artists. In his 1974 film Alice Doesn't Live Here Anymore, Ellen Burstyn (whose performance won her the Best Actress Oscar) played an abused spouse who dreams of becoming a singer. He followed Taxi Driver with New York, New York, his tribute to the big band sound of the 1940s. Then, in the midst of his cocaine blizzard, he documented the final gig by Dylan's backing group, The Band, in the 1978 movie The Last Waltz.

Not only does Shine a Light have to live up to Scorsese's own formidable body of work, but the work of other film-makers, too. The Maysles brothers filmed the Stones' Altamont Speedway gig in 1969, the concert at which an audience member was knifed to death by a Hell's Angel – it's perhaps no accident that one of the 15 or so top-notch cameramen employed to capture the gig at the heart of Shine a Light is Albert Maysles. Nevertheless, Scorsese avoids comparison with Gimme Shelter: "That film was about not only performance, but a time and a place. It's a very historic film for that. Shine a Light goes more towards the music." And, he adds, Shine a Light is emphatically a concert film.

"What more can the Stones say?" he says. "What can you do that's new backstage, that wasn't already shown in Gimme Shelter or Cocksucker Blues? The only thing left is the music, ultimately. The last time I saw them in a small venue it was the early 1970s, in the Academy of Music on 14th Street in New York, which no longer exists. Every time I've seen them since then, they've been in these giant arenas, I couldn't see them. Little figures, y'know? Every now and then, they'd bring me down to the stage and I'd look up and think, 'Oh wow, if I had a camera here!' " And if you want to see the Stones in concert, as they are now in all their wrinkly glory, Shine a Light delivers: "Brown Sugar", "Sympathy For the Devil" and even the Scorsese-requested "As Tears Go By" all get an airing.

It's a slick experience, in which, instead of seeing Keith Richards chucking a TV out of a window, as he did in Cocksucker Blues, you see Bill Clinton and family arrive and the wizened guitarist greet Clinton's aged mother like an old friend. Scorsese, too, has finally joined the establishment. The 65-year-old is only a little older than Jagger and Richards, and last year he was, after six nominations, finally awarded Best Director Oscar for The Departed. He admits he was "very surprised" that it finally came for this film, a remake of the Hong Kong crime drama Infernal Affairs. "What I was pleased about was that it was a film in the same genre as Mean Streets and Goodfellas," he says. "It wasn't for me doing a children's film or a musical."

Already in pre-production on his next feature, the psychological thriller Ashcliffe starring Leonardo DiCaprio, Scorsese attributes this post-Oscar lease of life to another music project – his 2005 Dylan documentary No Direction Home, which took him nearly five years to complete. "It was agony, but the Dylan film made me extremely happy," he notes. Following on from his 2003 television series about the blues, as well as his exhaustive studies on American and Italian cinema, Scorsese calls it a "compulsion" to capture contemporary culture in this way. "The documentaries on music and film regenerate me," he adds.

Besides his work for The Film Foundation on preserving old movies, Scorsese is in production on a documentary on the evolution of British cinema, and there are others in the pipeline, on George Harrison and Bob Marley. And what about the Stones? As entertaining as Shine a Light is, it's not the definitive Stones documentary. "To do a chronicle of the Stones, you take 40 years of history," he admits. "I'd still like to do that."

'Shine a Light' is released on 11 April

Pitch perfect: Five films where Marty hits the high notes

Round Midnight (1986)
Scorsese makes a cameo appearance as a ruthless club-owner in Bertrand Tavernier's tribute to the be-bop jazz era

The Last Waltz (1978)
Virtually spawning the phrase "rockumentary", Scorsese gathers everyone from Eric Clapton to Neil Diamond for this farewell gig by The Band

No Direction Home (2005)
Covering mid-1960s Dylan, Scorsese leaves no rolling stone unturned in this essential three-and-a-half-hour documentary

New York, New York (1977)
Around the stormy relationship between Robert De Niro's saxophonist and Liza Minnelli's singer, Scorsese presents his rich take on the showbiz epic and big-band era

Woodstock (1970)
Scorsese's only major credit as editor; he was one of several who cut this seminal survey of the seminal rock festival