The pair shot to fame playing a pair of FBI agents investigating the paranormal in the long-running TV show but the actors were dogged by gossip about a frosty behind-the-scenes relationship.
Duchovny has now insisted he walked away from the show in 2002 to focus on raising his two children with then-wife Tea Leoni.
"That (leaving) was just me wanting to have a family, but also to try other things," he told The Times newspaper.
"It had kind of taken up my life. There was no animosity with the actual show and the people that I worked with. I am proud of the show - it was culturally central in a way that it's very hard to do these days in a fragmented landscape.
"There's so many lightning-strike aspects to it that I can't help but think of it as some kind of a miracle."
The X-Files originally ran from 1993 until 2002 before being revived from 2016 to 2018.
Anderson previously admitted the pair did have a tense relationship at times.
"There were definitely periods when we hated each other. Hate is too strong a word," she told Stylist magazine.
"We didn't talk for long periods of time. It was intense, and we were both pains in the a*** for the other at various times."
Duchovny also previously hinted at tensions between them but insisted it's all in the past.
"Familiarity breeds contempt," he told Metro newspaper in 2008.
"It's nothing to do with the other person. All that fades away and you're just left with the appreciation and love for the people you've worked with for so long."
With AAP.