David Duchovny would've "loved" to have appeared in more episodes of 'Sex and the City'

He told PEOPLE: "We had talked about doing more and never ended up doing it. I would've loved to have done more of that show."

David also relished the experience of working alongside Sarah Jessica Parker.

The actor revealed that they quickly developed a good chemistry.

He said: "We really had an immediate, easy working rhythm. I loved working with Sarah."

David is best-known for playing FBI agent Fox Mulder in 'The X-Files', and the actor recently admitted that he loved working with co-star Gillian Anderson.

He explained that they developed an "immediate connection" when they first met.

Speaking to PEOPLE, David shared: "I think immediately, when we were reading together on the stairs to go in to audition, we knew that we could work together.

"There was an immediate connection through the work that we could do, and that lasted for a long, long time."

On the other hand, Gillian conceded that their relationship hasn't always been easy - even though they're good friends now.

The 55-year-old actress - who played the part of FBI special agent Dana Scully on the sci-fi show - told the Guardian newspaper in 2015: "I mean, yes, there were definitely periods when we hated each other.

"Hate is too strong a word. 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."

Despite this, the duo remain close friends.

Asked about their past issues, Gillian said: "I'm not going to get into it. I'm not even going to begin to get into that. But we are closer today than we ever have been."