The actor was recently questioned by Collider on if he would reteam with his Mr. Show co-star Bob Odenkirk for a live tour in the future.
"No, I think the time has passed for that, unfortunately," Cross replied.
Cross and Odenkirk starred in the sketch comedy series for four seasons on HBO from 1995 to 1998.
They later revived Mr. Show character Ronnie Dobbs for the spinoff movie Run Ronnie Run, but Cross and Odenkirk have both admitted their dissatisfaction with the finished film.
Odenkirk also memorably guest-starred as a wacky therapist on Cross's critically-acclaimed sitcom Arrested Development.
Cross is currently co-starring with Will Arnett and Jon Hamm in the comedy series The Increasingly Poor Decisions of Todd Margaret. The show airs on Fridays at 10.30/9.30c on IFC.
> David Cross: 'Todd Margaret mysteries will be revealed'
> David Cross encouraged improvisation for Todd Margaret
Watch a sketch from Mr. Show (mature content) below: