"Now you're giving me that look, right now, look like I fingerbanged your cat" David Duchovny as Hank Moody.

Duchovny was born in New York City, New York, the son of Margaret "Meg" (née Miller), a school administrator and teacher, and Amram Ducovny (1927–2003),a writer and publicist who worked for the American Jewish Committee. David's paternal grandparents were Jewish immigrants from Russia, and his mother is a Lutheran immigrant from Scotland. His father dropped the h in his last name to avoid the sort of mispronunciations he encountered while serving in the Army.

Duchovny married actress Téa Leoni on May 6, 1997. In April 1999, Leoni gave birth to a daughter, Madelaine West Duchovny. Their second child, a son, Kyd Miller Duchovny, was born in June 2002. On October 15, 2008, Duchovny's and Leoni's representatives issued a statement that they had separated and had been for several months prior to this announcement. On October 21, 2008, Duchovny's lawyer said that he plans to sue the U.K.'s Daily Mail over an article it ran that claimed he had an affair with Hungarian tennis instructor Edit Pakay while still married to Leoni, a claim that Duchovny has denied. On November 15, 2008, the Daily Mail printed a retraction stating that the story "is inaccurate and Ms. Pakay and Mr. Duchovny are only friends who used to play tennis occasionally". In June 2009, Duchovny and Leoni were seen together again. In interviews in September 2009, it was revealed that they had reconciled.

Duchovny is a former vegetarian and a current pescatarian.

In 1996, People magazine named him one of its 50 Most Beautiful People.

On August 28, 2008, Duchovny announced that he had checked himself into a rehabilitation facility for treating sex addiction.

In December 2009, Duchovny and his wife appeared together at the UNICEF Snowflake Ball and looked to be firmly back together as a couple.

Duchovny has also remained close friends with his The X-Files costar Gillian Anderson, remarking that "it's always very easy and natural to work with her."

He also remains friends with Evolution co-star Julianne Moore, Kelly Preston and Quentin Tarantino.