Born in Manhattan on August 7, 1960, to a Jewish father and a Scottish mother, Duchovny did his undergraduate work at Princeton and then went on to pursue a Master's degree in English Literature at Yale. While working toward his degree, he began commuting to New York to study acting, and he was soon appearing in a few off-Broadway plays. His interest in acting ultimately eclipsed his dedication toward earning his degree, and Duchovny dropped out of Yale to pursue a career as a performer. He got his first break starring in a beer commercial, and in 1988, he made his film debut with a breathtakingly abbreviated appearance as a party guest in Mike Nichols' Working Girl. Work in a number of diverse and usually obscure films, including starring roles in Julia Has Two Lovers (1991), The Rapture (1991), and Kalifornia (1993), followed, but the actor was able to command a more steady paycheck from his TV work. Before The X-Files debuted in 1993, Duchovny was best-known to TV viewers as Denise, Twin Peaks' resident transvestite detective.

As The X-Files steadily grew from cult favorite to mainstream success, becoming recognized as one of the most groundbreaking shows of the decade, Duchovny also began to enjoy both industry respect and huge audience popularity. Dubbed as the latest in a long line of thinking women's sex symbols, it was only a matter of time before he returned to the big screen, and with the 1997 thriller Playing God he did just that. Unfortunately, the film, which also starred Timothy Hutton and Angelina Jolie, was a huge flop, and aside from starring in the successful 1998 X-Files movie, Duchovny re-focused his energies on portraying his television alter ego. He returned to the screen in 2000 in the romantic comedy Return to Me, starring as a devastated widower who finds himself falling in love with the woman (Minnie Driver) who received his wife's heart in a transplant. Later that same year, Duchovny announced that he would be greatly diminishing his involvement with The X-Files, dismaying both fans and any number of 20th Century Fox executives; fortunately for all interested parties, he subsequently reached a settlement with Fox and announced he was returning full-time to the show. Lamenting the X-Files departure from storylines based on his popular character and citing respect for his fans, Duchovny vowed never to return to The X-Files in early 2001, though he did not rule out appearing in future features based on the popular series. That same year Duchovny appeared as a humorous varation on his 'Spooky' persona in director Ivan Reitman's sci-fi comedy Evolution.