The paranormal franchise has aired more than 200 episodes over 9 seasons in the television series and has made 2 feature films.
Duchobny and Anderson first debuted their roles as FBI agents 'Fox Mulder' and 'Danna Scully', 20 years ago on 'The X-Files'.
The pair recently attended a panel discussion called 'The Truth Is Here: David Duchovny and Gillian Anderson on The X-Files' to mark the television series 20th anniversary at The Paley Center for Media in New York.
The Associated Press reports, when they were asked by the show's fans if they wanted to do another film? Dchovny said, "All the principals are on board ... Gillian and I want to do it, so it's really up to 20th Century Fox at this point".
Anderson encouraged fans to voice their opinions so they can he heard, "If it takes fan encouragement to get Fox interested in that then I guess that's what it would be".
'The X-Files' TV show aired from 1993 until 2002 on Fox, and two feature films were released by 20th Century Fox.
The first film, simply called 'The X-Files' was released in 1998 and according to Box Office Mojo, it grossed $189 million worldwide. The second film from 2002 was called 'The X-Files: I Want To Believe' and grossed an apparent $68,369,434 worldwide.
In the sequel 'Mulder' and 'Scully' were romantically linked but their marital status was unclear, in the Q&A session a fan asked what they thought of their characters relationship. "Well they were married the last movie," Duchovny said, referring to 2008's 'The X-Files: I Want to Believe.'
Anderson didn't seem to know this as she asked "Were we actually married?"
"I believe so. That was my impression," he replied.
20th Century Fox have yet attempted to make any comment on extending the film franchise.
Duchovny and Anderson attending the Panel discussion in New York