The actor recently completed a four-month stint playing Eddie Moon, who bowed out from Walford earlier this month after discovering the vicious schemes of his son Michael (Steve John Shepherd).
Essex is now busy with theatre commitments as he is touring with his own show All The Fun of the Fair. However, EastEnders bosses have said that they are leaving the door open for his return.
In a new interview with the Yorkshire Evening Post, Essex confirmed: "They want me back. I must admit I even shed a tear or two when I watched myself leave Albert Square. It was such a strong, emotional way to go, plus I made a lot of friends on the set and I will miss it."
Asked whether viewers could see Eddie back, he replied: "I don't think it's gonna happen any time soon. You wouldn't believe how many times a day people ask me that, though. You'd laugh if you knew.
"I really enjoyed the continued drama element, though, and the characters and storylines were so interesting - not just for me but for the viewers."
Essex added that he thinks EastEnders is currently "in a really good place" and noted that appearing on the show had come with its pressures.
"With EastEnders so many more people see you," he explained. "It also makes it more challenging though, because if you mess up, you mess up in front of 11 million people."
EastEnders continues tonight at 7.30pm on BBC One.
> EastEnders' David Essex: 'I'll miss playing Eddie'
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> Read more EastEnders spoilers and news
Watch a video preview of tonight's EastEnders episode below: