Duchovny had only appeared in a handful of episodes of the current series after a legal battle with the network over payment.
Duchovny plays FBI agent Fox Mulder in the highly successful series, which will continue for a ninth series without him.
"I guess he thinks it's time to get on with his life," Sandy Grushow, president of Fox Television Entertainment Group, said.
Duchovny had only appeared in a handful of episodes of the current series after a legal battle with the network over payment.
Gillian Anderson, who plays his FBI partner Dana Scully, has already signed up to appear in every episode of the next series.
She now has a new partner in Robert Patrick, who plays John Doggett.
The current series ends in the US on Sunday with Scully and Doggett racing to protect Scully's unborn child.
The show's creator Chris Carter will return to the series for the next season, Mr Grushow said - although he did not say in what capacity.
But Carter's X-Files spin-off, comedy The Lone Gunman, was not commissioned for another series after poor ratings.
Duchovny has signalled his intention to move out of his sci-fi stereotype by appearing in films including Return to Me and the forthcoming Zoolander.
His character, Mulder, was a special agent who hunted the causes of paranormal goings-on after his sister was abducted by aliens when he was a child.
Scully was a scientist who thought his fantastical theories - which often turned out to be true - were over-the-top.
The X-Files, which began in 1993 and soon became a cult hit, is now one of Fox's flagship shows.
Mr Grushow also confirmed that Robert Downey Jr, who is on parole after a prison sentence for a drug offence, will be written out of Ally McBeal.
He also announced two new dramas - 24, starring Kiefer Sutherland, and soap opera Pasadena, to be directed by Diane Keaton.