At the age of 13, David won a scholarship to New York's Collegiate School, an elite private boys' school whose students included the likes of John F. Kennedy Jr. David's nicknames at school included "Duke" and "Doggie." After high school, David went to Princeton where he earned a Bachelor's degree for English literature in 1982. His senior thesis was "The Schizophrenic Critique of Pure Reason in Beckett's Early Novels." For his Master of Arts degree in English Literature, he went to Yale. David started his acting career at Yale while working on his dissertation, "Magic and Technology in Contemporary Poetry and Prose," which still remains unfinished.

David majored in English Literature in college. There he had his first long term relationship with a woman named Bonnie. David was a very independent thinker in college, often writing papers flavored with his own opinions stated in controversial statements. David received his masters degree at Yale, where he studied nine hours a day to pass the examinations required to receive the degree. At Yale, David made friends with people attending the Yale Drama School and began to be pulled more strongly in the direction of acting. He had decided to teach for a feeling of security rather than for love of the profession.

David married a beautiful actress named Téa Leoni in 1997. They have since had a child, named Madeline who was born on April 24th 1999. David is reported by magazines that he is an excellent father. Hey! I wouldn't doubt it for a minute. He also makes a great husband. Téa is very lucky to have him. Another addition to the Duchovny family is David's dog Blue. A Border Collie.