Duchovny, best known for his roles on TV's "The X-Files" and "Californication," recently completed a stint in rehab for sex addiction.
"In light of continuous speculation over the lives and marriage of Tea Leoni and David Duchovny, the couple has confirmed that they have in fact been separated for several months," said a statement issued to Usmagazine.com. "The couple had hoped to keep this separation private for the sake of their children."
Duchovny and Leoni are the parents of 9-year-old daughter Madelaine West and 6-year-old son Kyd.
Leoni can be seen in the current release "Ghost Town."
News of the former couple's breakup came on the same day pop star Madonna and filmmaker Guy Ritchie confirmed they plan to divorce.