The former X-Files star talks to Emine Saner about her new film Sister, whether she believes in extraterrestrials – and if she'll ever get together with Mulder

In your new film, Sister, you're known as "the English Lady". How English do you feel?

I feel very English until I'm in America, and then I feel very American. I was always teased at primary school – I was "the yank", even though I had British accent. I would have thought I would feel more like an imposter now, but I don't. I have been in the UK for the past 10 years, but Britain has been such a through-line throughout my life because my parents still had a flat in Haringey, north London, and we used to come back in the summer. During hiatuses from the X-Files I would come back and rent a flat in London.

The film is a very literal representation of the split between rich and poor. Is that growing divide something you spend much time thinking about?

I do think about it a lot. I'm involved in a couple of charities to do with kids who have come from the street, or the disenfranchised, but also I've always had a weighty guilt that has followed me in my success. It probably came in with the first paycheck I got, which was more than anything my parents had ever seen. I have a feeling that I need to keep moving all the time to justify how lucky I am. I'm constantly asking myself, whether or not I follow through with it, "Do I need this?" Just in terms of the clutter in one's life. I have a tendency to clutter without thinking about the consequences to other people, where things have come from, where and how things are made. I've started to try to be more conscious of that.

You were young and fairly unknown when you got the The X-Files gig and your fame exploded. What was that like?

I'm still not sure I really know. We were shooting in Vancouver, so there was a certain amount of protection and separation – we weren't in Los Angeles and leaving our houses every day with paparazzi following us. There were times when paparazzi would come up, if David was dating Winona Ryder, that kind of stuff. It was almost too much to take in that I think I split myself – "that" is somebody else, and I'm just going to work and raising a child and trying to do these hours without collapsing. It felt very separate from what the rest of the world thinks.

From what I've read, you consider yourself to be a feminist. How do you square that with your decisions to pose for men's magazines in your underwear? Do you regret that now?

I think I had quite a low level of respect for myself and I think it was quite easy for me to not necessarily use my sexuality, but not honour it. I might have been speaking quite strongly about feminism, but somehow I could also say [at a shoot]: "Oh, you've run out of clothes? I don't mind doing the next bit on the bed." Somehow, I did make them unrelated in my mind. I think it's only in the past 10 or 15 years that I've started to look at the discrepancy there, and what it represents for women.

Do you think there are better roles for women on TV than in film? It seems like that. It's like the world of television allows for professional women and working mothers and complicated female characters. When I have this conversation I'm always shocked that it could still be true and try to rack my brain for examples of how it is done differently, but there aren't really any.

Why do you think that is? I'd have to know first whether there are actually scripts that are being rejected because a studio thinks there wouldn't be an audience for it, but I have a feeling there aren't even scripts. I don't know how much of that is the lack of female screenwriters and the lack of encouragement and opportunities women get.

There was much excitement a couple of months ago when a gossip website reported that you and Mulder were secretly together. Is there any truth in that?

You mean me and David [Duchovny], romantically? No, there wasn't any truth in that. I was enjoying the ludicracy [sic] of it for a while, but then he started denying it publicly and so I lost all my enjoyment of it.

You've broken several million X-Phile hearts.

I know. I emailed him at one point and said: "You left the toilet seat up again."

Last month Lord Rees, the astronomer royal, said we could find evidence of alien life form within the next 40 years. Do you believe in aliens?

I do to the degree that the universe is obviously vast and the thought that we are the only planet full of living beings doesn't make sense. That doesn't necessarily mean that there are aliens, but there could be. If we're talking about an advancement of technology, that they'd be potentially further along than us is as conceivable as their existence. So I wouldn't rule it out. Forty years, wow. Do you?

There must be something, even if it's just bacteria. Bacteria with their own spaceships.