Being with David Duchovny is a kind of metaphor for watching an episode of The X-Files. The more you uncover, the more you question. The more questions that are answered, the more you need to ask. Then you just suspend disbelieve in a kind of wonderment. He's addictive, a total cerebral intellectual with a swallowed, simmering sexuality. It's this kind of simmering, this sense that something intense and exquisite is being withheld that provides the sexual tension for his relationship with Scully on the TV show. Now, after five series of trying to prove we're not alone, it is the relationship that drives the show as much as The alien abductions and any other kind of visceral gruesomeness. There are hundreds of websites devoted just to this relationship. Who he is or isn't getting it on with has always been the thing. He is an uneasy charmer. He pulls you in. Of course you feel that it's just you he's pulling, even though you know that millions of others feel the same. He has a reputation as a complex man, often in turmoil. For a long time, that turmoil was relieved by the company of women. Then, just over a year ago, he married Téa Leoni, she of Flirting With Disaster and Deep Impact, who has a reputation for being confident, easy with herself and uncomplicated. She's maybe just what he needed to make him a little less intense with himself.

There he was, in the Lanesborough Hotel, in the dark. He was crouched at the bottom of the stairs, looking more like a lost boy, a slow, staring, lazy eye. Not as deadpan as Mulder, but certainly droll, thoughtful and willowy. Jet-lagged but computer-brained. There is a sense of the meticulous about him. You know, resonant of the grade-As that secured him a scholarship to Princeton and Yale. He remembers that we talked on the telephone two years ago. And he remembers that I was in the Sunset Marquis Hotel in Los Angeles and he was in his trailer in Vancouver. I'd spoken to him about the film director Andy Wilson who directed Playing God, the first Duchovny-as-movie-star vehicle. It did not shoot him into the super-stratosphere beyond TV. It was a small movie that he chose purposefully. Now it seems he has resorted to The X-Files movie to make him big on the big screen.

Sliding noiselessly into the sitting room, he says, 'Yeah. That was what I was deliberately not doing. Big TV star does big TV. Therefore wants to do small movie because small movie is more interesting than big movie for actor.' But you've just done a very big move. 'I had to do that. It was going to be done. The X-Files movie has already done big box office in the US. Bigger budget, bigger effects, bigger romance, the same big questions almost answered. But then not. It's a Duchovny trick to seem startlingly dismissive and then come back with the 'Even though this is a big movie, I think it's a really good movie.' It says soul searching. It says integrity. He agrees that the big screen version plays by the rules a little more. 'In the TV show, we can break the rules because we come back next week. There are 24 episodes, so a few of them can be anarchic or subversive. Maybe the next movie will be more anarchic.' Don't you find it hard to carry on playing the same character? 'Very hard.' he says, his head in his hands. 'But not as hard as it used to be.'

He used to do the show in Vancouver while living in LA, which is where various women of the past and his now wife are based. The commute was horrible and he tired of the never-ending question 'Do you believe in the supernatural?' He must have tired of pondering 'Is there life outside Mulder?' 'I still have almost two years to do on the TV show, which is a long time, but the end is in sight. I think that frustration turns into pride in the show and the character, which is where I am at now. It's hard to do good things. Mulder has now become such a thing out there. It's a kind of weird, ugly achievement to have turned him into an adjective. You could be very Mulder about something and someone would understand what you're talking about.'

To be Mulder would be to feel much, express little, to have one's entire emotional range focused on achieving one goal. Not really like Duchovny at all. Mulder is in a way asexual, defensive. Duchovny is more relaxed and seems to enjoy answering intimate questions intimately. At one point he'd have been malcontent to think there was no life after Mulder. Now he says it no longer upsets him. 'I have made a mythical journey for a character. It's been five years, 125 hours, a kind of Homeric journey. This sounds totally pretentious, but what do we have? Professional wrestling - and I don't say that to be funny. It's good and evil. I don't want to do Mulder for the rest of my life, but I don't want to be replaced. I don't want to be like James Bond where Sean Connery got too old so they got someone else. I want him to get old and finish that journey.

Do you worry about getting old yourself? He's 37 and his marriage for a start seems to have marked his move into a different era. He shrugs. Doesn't really know or isn't going to say. He wonders about mortality. 'But who cares about immortality? You're not going to be around to enjoy it. I don't think my personality will go on for ever. I wouldn't want it to. Obviously as long as people watch TV, there will be something of me. If they unearth bird cages a millennium from now, they'll find them lined with magazine articles about me. But I won't be there to enjoy it so I have to make sure I'm pleased with what I'm doing.' He drifts off into a diatribe that no artist is appreciated in his own time. He doesn't deliver it like he thinks of him self as a great artist although I think he's pretty confident that he's a great intellect and knows the difference.

He says, 'I don't feel like I'm in my own time, which is why it's weird for me to be popular.' Do you think your time hasn't come yet? 'I don't know.' Do you feel like you're in your own skin? 'Not today, I'm jet lagged. But sometimes. I was in my own skin until I started to get old.' You never know whether he's being ironic. I tell him that the reason I ask is that I discovered he had once defined being sexy as someone who is comfortable within himself and I always define sexy as someone who feels in their own skin because I'm never in mine. I'm always an alien as I imagine he is. He once said he was ashamed of everything. 'Of being a failure, sex, money, anyone knowing my feelings. I was just very afraid to have anyone know what I really wanted or who I was.' Has his definition of sexy changed?

'I think this "comfortable in themselves" is a European definition of sexy. In America, you're sexy if you're looking good. People think Tom Cruise is sexy. I can't think of anything less sexy. I know he's energetic. But in Europe, people have a greater sense of something sexy being something which originates from the individual rather than adheres to the norm. You'd never have a phrase like jolie laide in America. That person would be pretty ugly.' So what about when you met your wife? Did you think she was American sexy or European sexy? 'I thought she was totally European sexy. I think she's beautiful, but not in a way that reminds me of anybody else.' So then, what was it about her in particular that made her able to hook you? 'It wasn't that she was able. It was that I was able. I was at that point in my life, a conjunction of timing and maturity and luck and attraction and trust. All the pieces fell into place at once. Before, maybe I had half of them, or some of them, but it wasn't right.' Duchovny and Leoni were reintroduced by their agent, although they had met five years previously. It was not love at first sight. They were both competing for the same slot on The Late Show with David Letterman. The pro- ducer took them out to lunch to see who was filled with more charming soundbites. Apparently she was.

Did you find it difficult to trust people who loved you because you were famous? 'At some stage I did, but now I don't care why people love me, just as long as they love me. And I don't even care that they do so much. Is it better to have money or not to have money? Better to have love or not? Both money and love may be bad for the soul or bad for the art. I'm on a show that a lot of people like to watch. Does that make me better off?' He's running his long fingers through his hair, but if this is tracing the tracks of despair, it's tracks well trodden for him. So well trodden that he doesn't seem sad any more. But there is a sense of nostalgia.

His parents split when he was 11. His mother hailed from Aberdeen and instilled in him a Scottish work ethic. His father wrote several novels, none of them published, and seemed a shadowy figure in his youth. His mother was the steely one. He took acting classes at Yale and appeared in a commercial. His big early breaks were playing a transvestite in Twin Peaks and some hot, heavy breathing in Zalman King's Red Shoe Diaries where he eventually became the narrator of the series.

It seemed like every success he had he was sceptical of and questioned. As soon as he was high profile, he was highly wanted property. He went through many women. It's obvious that he likes women and you always have to be aware of a man who likes women. He likes lots of them, is slightly in awe of them, therefore afraid and on the run. He said that one good thing about being in a marriage is that you have to deal with yourself. You can't go and sublimate your pain with drugs and other women. Did you do that often? 'Drugs and other women?' He swills the words around. 'What a good title for a book.' Yes, but is that what you used to do? 'Doesn't everyone? Sure.' What pain? Where was this pain coming from? 'Everywhere. But where in particular? 'Mostly in my foot. Oh, I don't know. I wasn't that happy and I thought I should be. This made me happy momentarily and then I wasn't afterwards. I'd have to get happy again. You get in a cycle. Maybe happiness is a constant you can't get.' We agree that the pursuit of happiness is often destructive.

He says,'I'm not against drugs. They're a short cut. They're bad for kids, but I don't think they're evil. Look at Prozac. The world is on Prozac now.' I tell him that Prozac makes you feel out of your own skin and takes away your sex drive. He asks, 'If you have no sex drive, do you miss it?' Yes, it's an old ghost of something that used to make you happy but you can't quite remember what it was. 'Is that what it's like to be old? I think old people are thankful to no longer have a sex drive, don't you think?' This is very strange. It's as if he's been wounded by sex. So I explain. Prozac didn't make me feel old. It just made me no longer able to have an orgasm. 'That bothered you?' he says. Wouldn't it bother you? 'I don't know. It would bother my wife, I'm sure. But me?' He shrugs and explains that maybe women on Prozac should be given female Viagra. He assures me there's one in development but they have a problem measuring women's excitement. 'Is it about the orgasm, the clitoris or the moisture?' he asks. I say I think it's the love thing. Do you agree that women have sex so that they can fall in love and men fall in love so that they can have sex? 'That's so cynical. The idea you'd tell a woman you loved her in order to have sex. I never did that. Maybe I didn't have to... I probably would have.' You probably just looked at them in a way that they thought they were loved. 'That's different,' he says with a grin.

Women love David, there's no doubt. The three people most important to him are his mother, his wife and his manager, Melanie Green. Where is the male influence in his psyche? Possibly the Yale University lecturer/writer Harold Bloom, who is a brilliant mind. What about his own father? 'He lives in Paris and I visited him a few days ago. He's finished his third unpublished novel.' Have you read any of his work? 'No.' What would you do if his books were brilliant? 'I'd be happy and scared.' And if they were bad? 'I'd be embarrassed and at a loss for what to say, but in some way probably happy in an unevolved son-like way.' After the age of 11, Duchovny senior had little to do with David's growing up. His mother made all the choices and all the money, not that there was much of that. Although born in middle-class Manhattan, his education depended on him getting scholarships. He says, 'I was always very comfortable around girls even when I was very young and my father was around. My best friends were girls and the people at my school brought my mother in and said, "We're a little concerned... gay." My mother said, "No. He's just very sensitive and mature." She's always defended me, which is a great trait in a parent and a dog owner.

He loves his dog, a border collie cross called Blue. Sounds a macho thing. I show him a photo of my dog, Poodle. He tells me that poodles were once German hunting dogs, also macho, so nothing is as it seems. Everything is multi-faceted and double-edged. He has a best friend Jason who he was in high school with. Jason used to stuff his jacket down his pants so it looked like he had a huge penis, and he had this expression 'This is not a coat.' Extremes meet. There is an extremely laddish side.

'Although I also believe that there are not two sexes. It's not black and white. We're all shades of grey. Women with men in them and men with women in them, all in differing degrees.' Traditionally anyway, men who write poetry as Duchovny does are said to be sensitive. He read me one called Cliche Juice. Good title, very intense. He plans to publish a book of them next year. Mostly, they seem deeply intellectual, more cerebral than graphic.

He's where extremes meet, though. He does a lot of running and playing of sports but also does yoga, which seems quite girlie. Everything about him is a conundrum. He'll answer probing questions flippantly and flippant questions deeply. When he said, 'Are you sure we haven't met before, in person?' I was forced to say 'Not in this life.' But I began to recall snatches of our conversation two years ago, and when I called my friend in LA, she had a more vivid memory. 'Don't you remember you were talking about sexual fantasies and he said, "I want to be a vagina"?' It seems typical of something he might say and you'd never know whether he'd meant it. The X-Files has got me used to suspending disbelief. One minute there's proof of something and the next, it's as if it never happened. You carry on to the next moment thinking nothing of the implication of the one before. Is he a vagina or just a charming man?