A very relaxed and casually dressed Woody Allen, wearing weathered khakis and a rumpled white shirt, walked the red carpet Thursday night at the Chicago History Museum — there to promote his new film “Cafe Society” at a special screening.

The event was hosted by Ronald L. Chez, the Chicago entrepreneur, who is the executive producer and key financier of a four-movie deal with Allen’s production company. “Cafe Society” is the third film Chez has backed, with at least one more to go.

Chatting about his film, Allen said “It was fun to live for months with very attractive talented people — plus being surrounded by the costumes and music and hairdos of the 1930s. It was a great distance from the mundane, terrible world that we live in now.

“Now it wasn’t such a great world back then either in the 1930s, but when you re-create it on film, you can make it a great world,” said the four-time Oscar winner, accompanied by wife Soon-Yi Previn.

Commenting on the bittersweet ending of the movie (which I won’t reveal here), Allen nodded when asked if it touched on themes involving missed opportunities or perhaps settling for something that is safe in life.

“Sure. Life is a series of compromises. It doesn’t always come out as superbly as you’d like it to. You do the best you can, and you go on,” said the filmmaker.

The characters in “Cafe Society” include an eclectic mix of Hollywood stars plus New York socialites, politicians and working class folks. There also are gangsters — a segment Chicago knows a few things about.

“I’d love to make a film in Chicago someday, but it would have to be a totally Chicago story — gangsters or no gangsters,” Allen said. “Speaking of gangsters, I know them in New York, thanks to the atmosphere of things like ‘Murder, Incorporated’ in Brooklyn, the Jewish racketeers, the Italian mobsters, and all that. I just know that area well. I don’t know it as well in Chicago.”

When the name Jesse Eisenberg was mentioned to Allen, his eyes lit up, recalling how the “Cafe Society” star skillfully evolved his character from the naive kid we see in the beginning — to a very sophisticated nightclub operator and guy-in-the-know, by the end of the movie.

“He’s a wonderful actor,” said Allen. “It’s not easy to do that, and Kristen Stewart had to do the same thing. They are two young kids in real life, and they did it for me beautifully in this picture.”

Allen is clearly extremely impressed with Stewart’s range as an actress. “In the [‘Twilight’] vampire movies she had to do one thing, and deliver one kind of performance for her director and her audience. In this film she had to something very different — and she totally delivered it for me.”

One of Allen’s other key stars in “Cafe Society” is former Chicagoan Steve Carell, who plays a powerful — yet ultimately very sensitive — Hollywood agent. “He’s a great actor. I saw him in ‘Foxcatcher’ and I sent him a note, and I don’t usually do that,” revealed Allen. “But I did it because I was so bowled over by his performance.”

As for Ronald Chez, the Chicago financier laughed when asked how working on this his third Woody Allen movie was any different from the previous two he backed: “Irrational Man” and “Magic in the Moonlight.”

“Woody does what he’s going to do. I don’t see a script ahead of time. I do read the script, and I have in each case. But the experience of working with Woody isn’t any different from the other ones we did before, in terms of our relationship. He cut me out of [a walk-on role] in the first film. I’m in ‘Irrational Man’ — I paid a few extra bucks for that,” quipped Chez.

“But I didn’t make it this time. I was in a scene right at the start, the opening party scene at the Hollywood mansion with the beautiful pool. It took me two hours to get ready for that — getting into the tuxedo and the ’30s garb — but he cut me anyway.

“I was told it had nothing to do with the performance, it had to do with the continuity issue in the film. It’s a flaw of Woody’s, of his directorial capabilities,” said Chez, who was clearly making a joke. Going on to explain his attraction to Allen as a filmmaker, Chez said, “I think he’s the best at what he does. The very best. And for me, I thought it would be fun to do something different from what I do every day [in the world of finance.] And it’s turned out to be an enjoyable experience.”