If you’re a sports fanatic who finds a professional athlete’s off-field exploits as fascinating as his on-field accomplishments, Caesars Palace has a new show for you. Renegades is an interactive, no-holds-barred production in which a rotating cast of prominent former athletes takes the stage to discuss the entirety of their careers—the good, the bad and the notorious—while also fielding unfiltered questions from the audience inside the intimate Cleopatra’s Barge. Former baseball slugger Jose Canseco, who is among the initial Renegades cast, recently spoke with Las Vegas Magazine’s Matt Jacob about the new show and his life in baseball.

How did you become involved with Renegades?

I got a call a few months back asking me if I’d be interested, and I asked what the format would be. I was told it would be like a Mike Tyson-style show where three or four athletes get onstage and socialize, do some Q&As and talk about your story as a professional athlete, both on and off the field. And I thought the word “renegade” was interesting. That meant the athletes had to have played for a very long time; were in some way outside-the-box; changed the sport in a certain way; and pissed a lot of people off. And they thought I would fit perfectly.

You’re going to be on a panel with NFL legend Jim McMahon and basketball great Jimmy King, with ex-NFL star Terrell Owens taking over for King on Feb. 8. What’s the goal, for both the athletes and the audience?

The athlete finally gets to tell his entire story unedited. For the public, there will be some interaction and they get to ask questions and hear the full story untainted, un-muddied. … The main thing is the fans are going to see another side of these athletes. They’re going to have the chance to ask questions about stories they’ve heard and have the athletes validate them or not, and they’re going to hear stories they’ve never heard before.

The show is described as an up-close-and-personal experience, with no topic off limits. Does that mean you’ll be open to discussing your steroid use, your love life, run-ins with the law, etc.?

That’s part of the criteria. And for myself, that’s perfect, because I have no affiliations, no agendas with any major corporations or teams. So I’m going to be what I have always been: the most honest athlete in the word. It will be extremely entertaining and educational, and there will be a range of different emotions. (The audience) might feel happy, angry, sad, and they might laugh some.

You’re not going to get too red-faced if someone asks specifics about dating Madonna, are you?

(Laughs.) No! That’s going to be a funny story!

Let’s talk baseball. When was the moment you realized you had a gift to not only hit a baseball consistently, but hit it superhuman-like distances?

Probably when I got to Double-A in 1985, which is when I became more of a consistent player. I struggled early on. I was drafted as a 17-year-old out of high school, went to the Florida State League, which is high Single-A, where a lot of players were in their twenties. So I struggled a lot. The thing that got me totally moving forward and motivated to become the best in the world was when my mom passed away, and I dedicated to her that I’d become the best baseball player in the world. Then in 1988, I did the 40/40 thing (40 home runs and 40 stolen bases in the same season), and won the MVP. So I accomplished the goal that I promised my mom.

You made your major league debut with the Oakland A’s in September of 1985, exactly two months to the day after your 21st birthday. What are your memories of that day, knowing you had completed the journey from your native Havana, Cuba, to the big leagues?

People have to understand that when you’re in the minor leagues, you’re making no money at all. You have to put nails in your bats when they crack because you don’t have enough bats. You’re using one or two pairs of batting gloves for the whole season. You’re playing in cleats with holes in them. So what I remembered the most was, when I landed in Baltimore and went to my locker, it was literally like Christmas—there were a dozen bats, two dozen batting gloves, about six pairs of cleats. Everything was brand new. It really was like Christmas. Then I’m getting dressed, and I hear, “Canseco, get ready, because you’re probably going to pinch hit,” and I was like, “What? Are you kidding me?” So they put me in to pinch hit, my first major league at-bat, and I remember it like it was yesterday. I was so nervous that my entire equilibrium was off. I would look down and it seemed like the ground was moving. It was so weird. My adrenaline was flowing so much—the strangest thing I’ve ever experienced. So I get to the plate, and (Baltimore’s) Storm Davis was pitching. He looked like he was 7 feet tall on the mound throwing 200 miles per hour. He struck me out with three sliders in a row. I was so nervous that I swung before he even released the ball. If you look at my stats, for the first eight, 10, 12 at bats, I struck out every time. Finally, once the coaches talked to me and got me settled down, I ended up hitting like .305 (actually .302) for the rest of the year. But the beginning was nerve-wracking.

You were on the field for one of the most iconic moments in baseball history, that being when Kirk Gibson limped to the plate and hit a home run in Game 1 of the 1988 World Series that gave the Dodgers a 5-4 victory over your Oakland A’s. What was going through your mind as that ball went over your head in right field and landed in the seats?

Oh, my God. I’ll never forget that home run—it’s going to haunt me forever. You don’t even know. (Oakland ace relief pitcher Dennis) Eckersley was pitching, and nobody hit Eckersley. But Kirk Gibson is as tough as they come and extremely strong. He’s not a big dude, but he’s wiry strong. So after the guy on first stole second base, I was thinking, “You gotta walk (Gibson)—just in case. This is the guy who can hurt you. Just walk him and pitch to the next guy.” Then Eckersley throws the backdoor slider right into Gibson’s bat, and as soon as he it, I said, “OK, fly ball.” Then it kept (rising) and flew over my head, and I kind of stopped thinking. I was in shock. “Wait a minute. Did this just happen?” When that happened, it changed the momentum so much in their favor, and I kind of knew we were doomed.

You’re widely recognized as the man who blew the lid off baseball’s steroid scandal with your 2005 book Juiced. What prompted you to write it?

That’s a long story and one we’re going to touch upon a lot in Renegades. But it was because I was being blackballed from baseball. … When I was 36, 37 years old, I couldn’t find a job in MLB as a baseball player, even if I played for free. It was horrible. Other players were telling me, “You’re being blackballed. Be careful.” I think people (who attend Renegades) are definitely going to be shocked when they hear what really happened to me, why I got blackballed and why I wrote the book.

Do you ever wonder what kind of ballplayer you would’ve been had you never touched performance-enhancing drugs?

It’s impossible to tell what effect steroids or PEDs have on each individual player. There’s a big misconception out there. People think, “I could’ve made it to the major leagues if I took PEDs.” Let me tell you something: You can’t inject PEDs into your system and make yourself an elite athlete. That’s not how it works.

What’s your opinion when it comes to known or highly suspected steroid users and the Hall of Fame?

Well, there are players (currently) in the Hall of Fame who used PEDs. MLB knows it. And it’s hypocrisy. If a (PED-using) player’s numbers qualify to be in the Hall of Fame, you let them all in or you let none in. You don’t hand-select who you want to go in. It doesn’t make sense. It’s ridiculous.