The star of X-Files creator Chris Carter's cult show said that pressure is mounting for him to return to the role of Frank Black.
"I think it's going to happen," Henriksen told ComingSoon.net "I really do.
"There's a big push on right now and there's a lot of crazy people involved in it. They've written a book with interviews with everybody that was on the show including [Frank] Spotnitz and me... It's crazy that you wouldn't give it a shot.
"It doesn't have to be a $30 million movie either," Henriksen continued. "There's a lot of fans out there in 65 countries. I can't go into any other country without them wondering when the movie is going to be made."
Millennium, about a former FBI agent who could see inside the minds of murderers, ran for three seasons from 1996 to 1999.
Henriksen last reprised his role as Black in an episode of The X-Files, also in 1999.
"If Millennium was made today with those characters, it would be a far more interesting show than the limited palette they had with serial killers," he continued.
"I love the idea of a non-judgemental character like Frank Black was... He wanted to know why and how all these things happened, but he knew that judging someone for what they've done would just get in the way of finding out things. Imagine that kind of morality and focus, like a master chess player."
Henriksen will next lend his voice to the forthcoming animated series TRON: Uprising.