Costner, 53, and his band Modern West released their debut CD "Untold Truths" on Tuesday.
The disc features 12 songs, half of them co-written by Costner, who's the lead singer and plays guitar. The sound is roots-rock with elements of country. The group is signed to Nashville-based Universal Records South.
"I grew up with Motown because I was born in Compton (Calif.), but every time I do a song it sounds like something in Oklahoma," he said.
Of course Costner is best known for his movies, but he's no newcomer to music. He was trained on piano and sang in the church choir as a kid. He's been writing and performing with a group for about 20 years.
At his wife's urging, he started pursuing it more seriously a few years ago.
"She had this steady prodding. She prodded me every three or four months. She said 'You're really happy when you play music. You should do this.'
"I never intended to make a record," he continued. "I just wanted to play live again, but I wanted to do original material. People heard the songs and approached us about it."
The band gave a few performances in Nashville, including one on the venerable Grand Ole Opy, to coincide with this week's Country Music Association awards.
They'll continue touring this year and into 2009.
But don't look for Costner to change jobs. He'll keep making movies and says he wants to do more directing, which he describes as enormously time consuming.
"But there's something about playing music that lets steam off for me," he said.
While a number of musicians have made the transition to acting, not many actors have successfully moved to music. Costner couldn't think of a single one. But he said that doesn't scare him.
"What scares me is not trying. I'm real confident of how we sound with an audience. I'm real confident that an evening with us will be real fun and will be remembered."