She found fame in The X-Files but is most proud of her roles in The Fall and A Streetcar Named Desire. She talks about turning from an obnoxious teenage punk into a control freak – and why many actors are too scared to come out

Gillian Anderson sweeps in to the room, a tiny, mighty force. She asks for a coffee, spots the fat-free milk and gives a look that would stop a grizzly in its tracks. “Fully skimmed milk!” she spits with contempt. “If they don’t have full fat, then I’ll take semi.” She looks at me. “The amount of times it goes wrong. I just say: ‘May I please have cold, fat whole milk?’ If people were just ...” She struggles for the word. “Perfect.” She’s laughing, but you sense she means it. The fierceness is for real.

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It’s been more than 20 years since Anderson first made her name in The X-Files, investigating the paranormal. As FBI special agent Dana Scully she was a starchy sceptic, unfashionably attired and blow-dried to within an inch of her life. She definitely had something about her. In 1996, she was voted the sexiest woman in the world by readers of FHM. She gave nine years of her life to the show, which ended in 2002, plus two full-length feature films. Since then she has diversified, starring in a series of classy literary adaptations – haunted as society beauty Lady Dedlock in Bleak House, heartbreaking as the ruined Lily Bart in The House of Mirth, spooky as Miss Havisham in the BBC’s Great Expectations, and grotesque as Victorian madame Mrs Castaway in The Crimson Petal and The White. Recently, the 46-year-old has enjoyed two of her greatest successes – as stony-faced superintendent Stella Gibson in TV murder drama The Fall, and on stage as Blanche in a feted Young Vic revival of Tennessee Williams’s A Streetcar Named Desire.

Now Anderson has taken Blanche DuBois a step forward – or backwards. In The Departure, a short film written by Andrew O’Hagan and directed by Anderson herself for the Young Vic, she has imagined Blanche’s life just before the play starts. We are given a glimpse into her ignominy: boozing from the bottle, talking to herself, lonely and desperate. A police officer – another not-quite stranger whose kindness she relies on – arrives to tell her the student she seduced has made a complaint, and that she must get out of town fast. The Departure makes explicit the desperate backstory to Blanche’s downfall.

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Facebook Twitter Pinterest The Departure.

Anderson had longed to play Blanche since she was a child. “I didn’t actually know what the draw was till I’d had a chance to jump into her skin. It just became one of those things. I felt if I got to the end of my life and had not done it, I would have failed myself in some way.”

She then heard that the Williams estate didn’t want women outside their 30s to play Blanche. “I got a bit panicky because I was already in my 40s and I thought I’m going to age myself out of being able to play her.”

Williams wrote an enormous character – melodramatic, grand, self-deluding and ultimately tragic. “There’s a huge sensitivity and huge selfishness and huge loneliness and egomania,” Anderson says. “And compulsion about playing her,” she adds. She can’t half self-destruct, I say. “Yes,” Anderson says, “she does that quite well. And that’s also partly why I was interested.”

We meet at the Young Vic’s new rehearsal studio and Anderson talks in a cut-glass accent straight out of Brief Encounter-era England. She has lived in London for the past 13 years, but it’s confusing. After all, she is known as an American star. But her life story is somewhat confusing. Born in Chicago, she moved to Puerto Rico with her family when she was 15 months (her mother was a computer analyst, her father ran a film post-production company), then from the age of two until she was 11 she lived in north London, before moving to Grand Rapids, Michigan. When she moved back to America, she felt like an outsider and withdrew into herself. In her teens, she became an obnoxious punk and didn’t make life easy for her parents, she says. “I was just a pain in the butt as a teenager.” She shaved the sides of her head, got a nose ring and was voted by her schoolfriends the girl most likely to get arrested. “We were in a small Republican town. There were only six punks there. We were weird. It’s not like London.”

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Was she confident or screwed-up? “I was both. I was a confident fuck-up. I did drugs, and I went to concerts, and I snuck out of the house and I did all that stuff that rebellious teenagers do.” Anderson thought life had it in for her. She was a grouchy waster, ill-disciplined and nihilistic. What drugs did she do? “I did everything there was to do.” But that’s boring, she says, let’s change the subject.

Does she think she’s become more normal over the years? “Yes ... on the whole,” she says reluctantly. But then takes it back, affronted by the notion of normality. “But I am weird. Ask my daughter. I am weird.” There’s still something teenage-like about Anderson – you hear it in her pride at doing well, just as you hear it in her insistence on her weirdness.

Is it true that she put herself in therapy at 14? “No! I was put in therapy at 14! And that started a different path for me, and all the energy I was putting into self-destruction and ‘poor me, and nobody understands me’, I started to funnel into what I was going to do with my life.”

Facebook Twitter Pinterest With David Duchovny in The X-Files. Photograph: BBC

Anderson went on to study theatre at DePaul University in Chicago, moved to New York to act when she was 22 and by the time she was 24 she was in The X-Files. She didn’t know what had hit her – the success, the fame, the unforgiving schedule. There are so many stories about rows between Anderson and her co-star David Duchovny – fights over money and equal billing – that it’s hard to know whether she actually enjoyed her time on the show. Even today, she seems unsure. “It’s pretty heavy duty. We were doing 24 episodes a year – eight-day episodes, 16-hour days, five and a half days a week, nine months a year. For nine years that’s a long time. So, after a while you go ‘Aaaaaaagh! What’s happening, what have I done?’”

Duchovny, she says, seemed more prepared for it. “He’d just done Kalifornia with Brad Pitt and he had plans; he was going to be a movie star, so he had signed on for a short period and it was very hard for him to justify in his mind that he was doing this TV show.” She pauses. “Remember, back then there weren’t things like Homeland, and TV was shit! The fact that we were breaking ground wasn’t part of the equation yet. So he was the one who was like: ‘Fuck this shit!’ And I was like: ‘Hey man, I’m making more money than my parents made in their lifetime.’ For the first year I was just grateful to have a job.”

For ages, she says she didn’t realise there was anything special about the show. “It took me a long time to get excited about it.” By the time she did, it had started getting to her and she felt she had no life of her own. At 26, she had her first child and soon after giving birth she was back on set. She was made to feel she was letting the team down by having a baby. “I got pregnant, and I was the bad guy for a long period of time, and I was fat and trying to breastfeed while working crazy hours.” You weren’t fat, I say, you’d just had a baby. “No, I was also fat.”

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Not surprisingly, she and Duchovny also became the story – according to the press, they were having an affair, hated each other or both. “I mean, yes, there were definitely periods when we hated each other.” She starts again. “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 arse for the other at various times.”

How was Duchovny a pain in the arse for her? “Erm ...” Ten seconds pass without a word. Meanwhile, her smile gets wider and wider till it’s halfway up her cheeks. “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.”

Was she surprised to be voted sexiest woman on the planet? She answers in single-word sentences. “It. Means. Absolutely. Nothing. If you look at all the pictures of me back then I had the worst hair, I was the worst dressed, I never put any time or energy into how I looked in public, never put makeup on, never even got out of my house trousers. When somebody said that to me I was like: ‘You’ve got to fuckin’ be joking, are you kidding me?’ So what’s it based on? It’s surely not based on Scully and her three-piece suit and her awkward hair and the pink pastel Lycra suit, so what is it?”

You?

“But no one knew me,” she protests.

She says it’s only over the past three years that she’s paid any attention to her appearance. Today, her all-black outfit highlights that pallid, Victorian beauty. When Terence Davies cast her in The House of Mirth he said he’d never seen The X-Files, but he knew she was right because she looked like a John Singer Sergeant portrait from the belle epoque.

Facebook Twitter Pinterest As Stella Gibson in The Fall. Photograph: Helen Sloan

There are rumours that a new X-Files film is about to begin shooting. No, she says, that is wrong, but she does concede, later by email, that she is involved in discussions about a new series. Is it likely to happen? “The series is under discussion, but there are hiccups. That is all I can say.”

She says she became ever more controlling in her X-Files years. “Because I had so little time to myself and I had a newborn baby, I became myopic and obsessed. And if I had any spare time I would fill it with a thousand things ... so I’d come home at 3am and paint walls because that’s the time I’d allotted to painting walls.”

Is she still controlling? “I am, but I’m old enough now to have enough perspective of it.” Is she controlling in a good or bad way? “Both. I think a lot of people rely on me to be controlling and take care of everything.”

Within three years of marrying Clyde Klotz, assistant art director on The X-Files and the father of her oldest daughter Piper, Anderson had divorced. She went on to marry documentary-maker Julian Ozanne and divorced him after a couple of years. In 2012, she ended her relationship with Mark Griffiths, the father of her two sons, aged eight and six.

She has often talked about the pleasure of being single, as she is now. Is that when she’s at her happiest? “No, no, no, no. It’s been an important time for me. I have historically jumped from relationship to relationship pretty much my whole life.” Does she get bored by men, or find relationships oppressive? “I don’t ...” Again she goes silent, and the smile rises up her cheeks. “In this period of time, where I’ve had some space, I’ve come to see what my pattern is, but I’m not sure that I’d like to reveal that to a newspaper. Hahaha! I’m not prepared to do that, no.”

In 2012, Anderson said that she was bisexual, and talked about a long-term relationship with a girl she had met at college. She did it in a typical, matter-of-fact Anderson way. She said she felt she owed it to her former girlfriend, who had recently died of a brain haemorrhage, and also to her younger sister who is married to a woman.

It’s sad, I say, how many gay actors find it difficult to come out. She nods. “There are a lot of actors who are in the closet because they know if they came out it would be certain death to their career. It would. There’s still enough prejudice out there, also within the casting business, that their careers would shift as a result. I’m not saying they’re right [not to come out], I’m saying I understand it. They’re protecting themselves.”

Facebook Twitter Pinterest Anderson as Miss Havisham in Great Expectations. Photograph: Nicola Dove

Shortly before her former girlfriend died, her younger brother also died from a brain tumour. It was an incredibly tough time for the family, she says, but in its own way enriching. He was 27 when he was diagnosed, and just about to receive his PhD in developmental psychology from Stanford University. He died at 31.

“Because he was who he was and he had very strong Buddhist practice, he made it an extraordinary experience for all of us because he embraced it, so to speak. It was what it was, and he lived the last few years of his life with incredible grace and it brought us all closer together. He never ever complained. There was no self-pity whatsoever. Even though I have Buddhist leanings, I think I would feel sorry for myself all the time. I just would.”

Anderson says she is in a good place at the moment; she talks about the novel she has been adapting into a screenplay for 15 years. Elizabeth Rosner’s The Speed of Light is about two children of a Holocaust survivor learning to live and forgive. “Before I’m 80 I will direct it even if it kills me.” I ask her what work she is most proud of. “Streetcar and The Fall, I would say.”

Blimey, I say, that means you’ve had a bloody good year. She smiles. “Yes, I have had a bloody good year.”

Gillian Anderson will be answering readers’ questions in a live webchat on Monday 9 Feb at 1pm GMT.