The comic admitted his co-writer Stephen Merchant was against the proposal, but said he was open to the possibility of "another Christmas special".
Gervais argued that lead character Andy Millman still has the potential to be developed, unlike his Office creation David Brent.
"I think it would be funny to see Andy trying to make it in Hollywood," he told Zoo.
"The problem is, I don't think [co-creator] Stephen Merchant wants to do it. But I reckon he will if I insist!"