On Wednesday morning a crowd gathered outside the Uniqlo flagship store on Fifth Avenue hoping to catch a glimpse of Roger Federer.

The tennis player, who retired in 2022, was inside introducing his first fashion collection, which he designed with Jonathan Anderson. It will be sold by Uniqlo starting Aug. 28, the first day of the U.S. Open.

Mr. Federer, 41, has long sold hats and T-shirts with his RF logo, but this project is different. The collection includes fast-drying polo shorts, fleece zip-up jackets and nylon joggers.

“They have more of a ’90s look,” Mr. Federer said about the joggers. “I grew up in them, and bringing them back was a lot of fun.”

Mr. Federer was involved in almost all the details, from fabric to zippers. “For me it was important to get a feeling with Jonathan that I would still have my own style, and knowing how much say I would actually have instead of him saying, ‘Do you like this?’ and me saying, ‘Yes I do,’ and then we move on,” he said.

Mr. Federer knew Mr. Anderson from mutual friends in the fashion world. “He is the hottest designer out there,” Mr. Federer said. “He’s done stuff in the past with Uniqlo. When the idea came up for us to work together, I was very excited.”

On the morning of the introduction, Mr. Federer seemed happy and relaxed as he showed off his new clothes. Designing clothes, after all, isn’t the only thing he has been doing in retirement. He has been traveling with his family, hopping onstage at concerts, even attending Grand Slam tournaments as a spectator.

In the edited interview below, Mr. Federer talks about his life in retirement.

Why did you want to create your own collection?

We have such a great style history in tennis. René Lacoste and Stan Smith were wonderful tennis players. I feel it’s important to remember where we came from. And if I can make tennis look stylish, I think I should do that.

My collection is designed to be worn while you are playing or afterward. It’s been difficult for some reason, I don’t know why, to do this crossover — from on court to off court. Not the sweaty look, of course, but let’s say you don’t sweat, you can still wear my clothes to walk on the street and look stylish.

What was the hardest part about creating a collection?

The starting point is the one that gets me the most nervous. It’s important to give the collection a direction and know where you want to end up.

Were you worried about retiring and what it would do to your fan base?

I always feel like I’ve reached a high point, and then it keeps going.

Life without the game, and life without the fans, and life without the schedule that has dominated my life for 25 years has definitely been something I didn’t know how I would take. For the longest time I tried to come back and give it one more shot and leave the game healthy, but it was not doable.

But the good/bad thing about Covid, and with my knee surgery, is that everything started to slow down in the past three years, so it wasn’t like I came from playing 100 matches and then boom, it’s over.

At the end I was relieved, I think, and happy to retire. It ended in the most perfect way at the Laver Cup. I was surrounded by my biggest rivals, and my family was there and my friends. For me it felt like, “OK, I’m good now. I don’t need to chase that itch anymore.”

You returned to Wimbledon this year, where you watched Andy Murray play from the Royal Box. What was it like to be a spectator?

Last year I walked out on Centre Court for the 100-year anniversary celebration. It was beautiful but painful. I was injured. I didn’t know if I was going to be able to play again, so it was a very emotional moment. But this year was totally different. My dad whispered to me, “Don’t you wish you were playing on court instead of sitting and watching?” and I was like, “No. I feel content watching and enjoying the game.”

It was so fun sitting next to Princess Catherine. I know her quite well. She is an avid tennis fan, and she plays herself. Sometimes we have to be careful we don’t speak too much. You can talk, and then it’s super-quiet, and then you have to applaud.

You’ve been spending a lot of time in New York City this year, co-chairing the Met Gala, posting pictures of yourself on Instagram eating cheeseburgers. Do you feel the city has changed since before the pandemic?

I’ve always been strict and serious about being a professional athlete, but I would eat burgers, I would eat desserts, I would have a glass of wine. For me having a burger was nothing out of the ordinary, but this one was perfect looking, so I had to post a picture of it.

I was so busy when I came for the Met Gala. I feel the buzz is back.

In July, you got onstage at a Coldplay concert in Zurich, where you played a shaker. How did that happen?

I met the band when I saw them in Montreal. I don’t know what year it was — maybe 2016? We’ve been in touch a bit. I’ve seen Chris Martin in the Hamptons several times. So when they came to Zurich, I reached out and said, “I’m so excited, I would love to come.” Chris wrote me back and asked if I wanted to come onstage.

I asked my daughter at dinner, and she looked at me and said: “You have to do this. You only live once.” So I told Chris, “I’m in.” I didn’t even know what I had signed up for.

Is there a side of you away from being a tennis player that you want people to see now?

I started doing more trips that are fun with the family. I took my kids to Lesotho for my foundation’s trip to Africa. We went to the Met Gala. We went on the Orient Express with my parents, things that were just not doable when I played because it took too much time away from the game.

So different sorts of photos are coming out of me, and it’s nice to realize that people are still happy to see me.