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May 20, 2015 04:10 PM

Not one to shy away from new ventures, David Duchovny has a debut rock album, a best-selling novel and two new shows, including NBC’s Aquarius (which premieres May 28) and an X-Files reboot in the works. But there’s one path he says he’s not likely to revisit.

“I don’t think I want to be married again,” says Duchovny, who was divorced from Téa Leoni last year. “I just feel like I’m old!”

The actor, 54, still sports a tattooed wedding band (“I’m not going to cut my finger off,” he jokes) but says he doesn’t have any regrets about his past. “My marriage and my family is one of the happiest parts of the history of my life,” says Duchovny. “I would never change it. I don’t understand why people try to rewrite their history.”

And thanks to their children, West, 15, and Miller, 12, Duchovny and Leoni – who is dating actor Tim Daly – are closer than ever. Literally. “We live five blocks away from each other,” he says. “For our children, it’s necessary. We should have a zip line!”

There’s more uncharted territory in store for Duchovny soon as West prepares to get her driver’s license. “It doesn’t really terrify me,” he says. “She’s so responsible and such a great kid.”

Duchovny even approves of West’s boyfriend: “He’s terrific,” says the actor. “One of the nicest things Téa has said to me is that the fact that West has a nice young man is a testament to you as a dad. I don’t know if that’s true, but it was nice to say, and I choose to believe it!”

For much more from David Duchovny, including The X-Files, pick up the new issue of PEOPLE, on newsstands Friday

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