Jake Gyllenhaal's family are the most important thing in his life.

The 31-year-old actor recently moved to New York to be closer to his sister Maggie, her husband Peter Sarsgaard and their daughters Ramona, five and Gloria Ray, who was born in April, and the 'Brokeback Mountain' star loves living close by and playing with the kids.

When asked why he moved to New York, he said: ''To be with my family. My sister just had a new baby and that is the most important thing in my life.''

Jake's goddaughter Matilda Ledger - daughter of the late Heath Ledger and Michelle Williams - also lives in the city with her mother.

Jake revealed he was surprised by how much attention his new policeman friends get from women, after he befriended some officers when he went on patrol as research for his latest movie 'End of Watch'.

He said: ''Women love a man in uniform, I do not feel sorry for my police officer friends in that area.''

While Jake became close to the officers, they still like to tease him about his career.

He explained to PEOPLE magazine: ''Oh my God, they constantly tease me. I'm an actor, what an absurd job.''