"I never even had the wayward thought. It never even entered even the furthest reaches of my imagination. ... I never thought about the actors on television or film like what kind of life they had," he said in a recent interview.
Duchovny, 51, said he didn't begin acting until his late twenties
"I wanted to write plays. I was at Yale graduate school at the time for English literature not for acting. ... I liked the idea of collaboration and I thought if I'm gonna write plays I should learn something about speaking the lines that I might try to write. It might help me as a writer to actually know it from that side," he said. "So that's pretty much how it started."
His career took off with roles on "Twin Peaks," "Red Shoe Diaries" and, of course, "The X-Files," which made him a star and a sex symbol.
"I was kind of blissfully overconfident at first and I don't say that as a joke," he said. "I knew I thought I was good. Not great. Not in a conceited or cocky way, but in a way like, `Yes, I can do this.' You need in a way to believe sometimes."
Duchovny credits "The X-Files" with helping him with acting.
"Every day I had to go to work and every day for 14 hours year after year after year I don't know if I would've made it to this point if I would've just gone from movie to movie to movie like a three-month stint here and a three-month stint there. It was very good for me and my particular sense of myself or my craft to have to go in every day and do it."
Now when he looks back at old "X-Files" episodes, they remind him of home movies.
"I'll remember the day, you know I'll remember the lunch, I'll remember the weather ... and, as I said, I will laugh at how bad I am or stuff like that. It used to come on and I'd say to (wife) Tea (Leoni), `Can you just see how bad I am?' and she'd never agree but it's kind of funny embarrassing. Like home movies."
"Californication" is now in its fifth season on Showtime.
Duchovny plays Hank Moody, a sharp-tongued writer who consistently finds himself embroiled in outrageous and often sexual situations.
He says it's not easy to pull off the show's quick-witted dialogue.
"Sometimes the better the writing, the harder it is to play because you really want to service it," he said. "It's hard to be that quick and articulate in life. You've got to try to make it seem discovered, you know, not rehearsed."
Much of the series is devoted to the push and pull of Hank's relationship with his ex-girlfriend Karen (Natascha McElhone) and whether they will ever get back together permanently.
"Both Hank and Karen are changing in their own ways over the years and I just think they have to believe that they got it right the first time," said Duchovny. "They have to get back there, get back to the beginning."