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The two acts teamed up to perform a session for BBC 6 Music, which will be aired tonight on Steve Lamacq's show.
"We'd definitely be up for it," Jackson told the station. "If you respect each other and like making music it's only ever a matter of time and schedule unfortunately, which is annoying.
"For us, we've got to write our second record but we don't have any time to get into the studio until August.
"If we have time we will definitely, definitely do something with them. Ben [Langmaid] would die to do something with them. I just wanna hang out with them as well, they're just funny people."
The session will also be available on the BBC red button from January 29.
> Click here to read our review of La Roux's debut album
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