The 41-year-old actress spoke about the possibility at the Sarajevo Film Festival, telling tportal: "They talked about maybe doing it in 2012. I think there were discussions about that. I don't know whether that's going to happen or not, but there isn't any reason not to do it."
She added: "It was fun, it was hard work. I feel a certain commitment to that group of people that I worked with and we still enjoy doing it, when we do it. There is no reason why not to come together and do it again.
"If they can pull it off, we'll find some reason to make it."
Anderson played Dana Scully on the Fox series from 1993 until 2002. She also appeared as the character in two X-Files feature-length films; 1998's Fight The Future and 2008's I Want To Believe.
She had previously said that it was difficult to reprise her role for the last movie.