"I had never experienced such respect," recalled Dexter Gordon the other day. "Growing up as a black man in America, you aren't familiar with that. That's a totally new experience - just to be treated as a human being. After I was there a month or two I just realized how much a load was off my shoulders. That was a ver nice feeling."

The California born tenor saxophonist first went to Europe in 1962. He liked it so much he's lived there since, performing modern American music all over the Old World.

"In Europe when you're an artist you're something special. It's not really a question of how much money you have, but it's a question of whether you're good," he continued.

Gordon, 53, was back in New York for the first time in four years. A participant in the bebop movement of the 1940s and the first important modern jazz tenor saxophonist, he has for the last 14 years lived all over Europe, but primarily in Paris and Copenhagen. He's part of a community of expatriate jazzmen who are thriving in the continent's major cities.

Some of them have been there more than 30 years - in flight from racial prejudice and in search of artistic recognition. Most of their names are well known to jazz listeners - Kenny Clarke, Art Farmer, Johnny Griffin, Joe Turner (the pianist), Kenny Drew, Benny Bailey. Ben Webster and Don Byas, both seminal tenor saxophonists, lived out their last years in Europe.

Unlike some of his fellow musicians, Gordon doesn't consider himself an expatriate.

"I'm more a citizen of the world," he explained. "Expatriate means that you've rejected the values of your homeland. In my case, I make frequent visits back to the States. So I haven't totally rejected anything.

"I feel much more comfortable in Copenhagen, and through the years it has become my home. I have a house, garden, a showplace, wife, baby. I think of myself as a citizen of the world. I could be living anywhere - even Hong Kong, if it (the scene) was happening there."

Gordon, his wife, Fenja, and their 20-month-old son, Benjamin (named after Ben Webster), live in a Copenhagen suburb, about 20 minutes by car to downtown.

The saxophonist grew up in Los Angeles but grew to love New York, where he was a vital part of the 52nd Street scene in the '40s.

Although he has spent the month of December in California for the last four years ("To get away from those vinters ") visiting his 81-year-old mother and daughters by previous marriage, he doesn't get to New York often.

His visits here are an event. The Village Vanguard, the basement jazz spa near Sheridand Square where he held forth for a week, was filled on most nights with audiences heavily sprinkled with musicians. Art Blakey, Horace Silver, Leon Thomas, Charlie Haden and Cecil Bridgewater were there.

And tenor saxophonists Frank Wess, George Coleman and Billy Harper turned out to hear a master.

Sonny Stitt brought his horn and sat in with Gordon for a set. It was like the old days on 52nd Street when the two helped create modern jazz.

Gordon's big-horn sound is an extension of his physical magnitude. Standing 6-feet-5 and weighing 225 pounds, he looks almost as if he could still be the split end he was on his high school football team. Only now he's a little paunchy and his side-burns are almost entirely white.

The notes erupt from his horn in long phrases. His sound is hard and metallic. Sometimes when playing ballads, he flashes his broad smile and intones excerpts from the song's lyrics in his honeyed baritone voice before launching into a solo. He acknowledges applause by turning his saxophone to one side and offering it to the audience.

Gordon was busy all week preparing for a live recording session that Columbia Records would tape at the Vanguard. His quintet rehearsed every day and he smoked a lot, tense over the meticulous preparation he made for the date.

He's been a professional musician for more than 35 years, having started early because of his father, who was the physician to Duke Ellington and Lionel Hampton. Frank Gordon had worked in the pit band at the Howard Theater while attending Howard University early in the century (he played clarinet and mandolin). So he took his son, Dexter, to theaters to see people like Ellington, the Mills Brothers and Ethel Waters.

By the time he was 17, Gordon had quit school and joined a group called the Harlem Collegians. From there he went to the orchestras of Hampton and Billy Eckstine and jazz history.

When Gordon first went to Europe he says it was hard to find musicians capable of playing good jazz. Now it's different. There's more Americans there and the Europeans are better.

He used to play with performers who had fulltime professions other than music. "In one town I played with a rhythm section where there was a tractor, car and book selesman," he said.

Gordon noted that not many American musicians have moved to Europe in the last three or four years, and he thinks the increasing number of musicians going over for tours is the reason.

"What they're doing and what I'm doing is almost the same thing," he noted. "They go over there to work, make a tour and come back home. I live over there. I come over her and do a tour and go back home. The world has become so small and it's so common to make the gig that they don't really feel any special need to live over there."