Why Gillian is staying put

Now I think about it in retrospect. I got pregnant in the first season of a show. How absurd is that? And then I got married. I had a baby and a divorce. Only now am I going, 'Holy f***! What was I thinking of?'

"There were times, especially during the divorce, when I was just in tears constantly. Constantly. And to make sure it didn't show up in front of the camera, people were waiting around to redo your face because you were getting all puffy. People were looking at you as if you were an emotional wreck and, in a way, there was a period of time when I was."

She had also suffered post-natal depression. "And you know how it manifested itself? While I was pregnant with Piper I started having panic attacks every day and they lasted for a year and a half. I would not wish them on my worst enemy. Your body shuts down. You start shaking uncontrollably. You feel like you are going to vomit. All your muscles tense and your shoulders go up like this. Your mind starts to hallucinate and go into the darkest, evilest places you could possibly imagine."

It would have been easier if she and Duchovny had been friends. "We were both thrown into a pretty intense situation and I guess at some point you make the decision whether you are going to have that experience together or not."

And she chose not? "Oh, I don't know if I chose not but ... "Did Duchovny choose not? "It never quite came to be that way," she says tactfully.

She does not, at least, blame the programme for the collapse of her marriage to Clyde Klotz, who was one of its assistant art directors. Rather, she now feels it was "about" having Piper. After the divorce, she had "a bond based on friendship" (rather than a romance) with a British actor, Adrian Hughes, who played an X Files alien. He was later unmasked by the press to be a convicted sex attacker. "It was all very bizarre," is all she says about that.

Between 1997 and 1998 she went out with another actor from the show, Rod Rowland. "We just had a blast, but he is also a very intense spiritual person as well," she says. (This would have been a plus: she believes in spirit guides, angels and ghosts, even wonders if her panic attacks are past life experiences resurfacing.) She will not say if she is seeing anyone now. "But I am very happy and I have learned to be happy in solitude."

I tell her what worried me most were the undraped photo-shoots she started doing for British men's magazines such as FHM. She recalls them hazily as part of a time when she had little clue what she was doing. "But there was also a part of me that needed to show another side of myself. I had been living in this dumpy land." Scully Land? "Scully Land. I'd become this scared, working, new-parent, dark thing. It was as if I'd put a shroud over me and my life just in order to survive.

The comparison I would make - although she resists it - is with her difficult teenage years, when she went through a long rebellion as a punk. When she was 11, her family returned from nine years in Crouch End, London, to live in Michigan, which she hated. Her father, who made commercials, and her computer analyst mother had two more children. Gillian took this confluence hard (and there may have been even more to her unhappiness than that). She went to her first therapist at 14 and has not stopped. At drama college in Chicago, she was promiscuous and drank heavily. From something she said last time, I guessed she may have also suffered an eating disorder and I am even more convinced of it today because she talks of people such as herself running away from themselves, "doing this, doing that, whether it is: 'I have to get a drink, have to eat, have not to eat, keep myself from eating'..."

But what about people who take refuge in endless seasons of cult TV series? Earlier this year she was adamant she would do no more X Files. "Oh, I was so f***ing fed up. I just didn't feel like I could go on any more. My daughter was suffering. She was starting to act out. I couldn't imagine dragging her through another year of having a mum who was unavailable."

So what changed - apart from Fox falling to its knees and begging? "Well, first of all it came down to the fact that I was on contract for an eighth season. David wasn't but I was. Then, talking about the eighth season to Chris [Carter, the series creator], he started to say to me, 'I think this is going to be OK. This will be good. We'll be able to work in David and also I have a great idea for this new character.' He got me excited about the possibility and, and - I've signed up for a ninth!"

Addictive personality or what? "Oh, we won't get into that. No, no, it is different and I am having fun doing it. After everything, there is sunshine. My daughter is a sane and beautiful child and the hours are a bit better. I have done it long enough that I feel I know what I am doing. I no longer feel I am in something way over my head."

The new season features Duchovny's character, Mulder, in only 11 out of the 22 episodes. For season nine, the male lead will be a no-nonsense FBI agent played by Robert Patrick (the cyber-assassin in Terminator 2), leaving Anderson the undisputed star. After years of fighting the pay disparity between her and Duchovny, by agreeing to a ninth series she has negotiated a salary hike that will earn her up to $300,000 an episode.

A critic concluded of Lily Bart that she was really "a nymphomaniac of material comfort". I risk saying that, perhaps, that is what Anderson, the once-committed off-Broadway actress, has become.

"You know what? Yes and no. I mean, there are areas where I do well with very little. Even with all of the privilege I have now, my happiest moments can still be in a cave somewhere or on an island." She owns up, nevertheless, to buying art and two homes in Malibu and Vancouver. "But I am not a materialistic person. If my house burned down, it would not be the end of the world."

I recall her saying something similar about The X Files. But she can't be so very money-crazed for she is discussing a stage appearance in London next year and the names of those notorious high-rollers, the Royal Court, the Almeida and the Donmar Warehouse come trippingly off her tongue.

She is even considering buying a home in London. "London is so good right now!" And what about Glasgow - for she spent nine weeks there filming The House of Mirth, where it doubled for turn-of-the-century Manhattan? She makes a silly face. For a serious woman who can make heavy weather of life, she has a very sunny side. I'd claim she uses both the tough times and her inner irreverence in her captivating portrayal of tragic Lily Bart. Anderson's soberingly scientific theory - which I'm not Mulder enough to discount - is that it comes down to something called acting.