Gillian Anderson wanted to set the record straight about a comment she made during Comic-Con this year. She dropped by "The Tonight Show" to clear up any misunderstanding.

At Comic-Con, Anderson reunited with her "The X-Files" co-star, David Duchovny, to celebrate the 20th anniversary of the show. While there, she told the press that the pair once shot a sex scene that never made it to TV. As it turns out, this never happened.

“I made a joke about it, but it isn’t true. There wasn’t one. We did have sex, because we had a child," Anderson said of their characters. "We didn’t film the process of making the child.”

“Well, that’s too bad. I would’ve enjoyed that," Jay Leno joked.

“I’m sure we can do something about that, Jay," Anderson replied. "As a goodbye gift.” For the record, this was a joke, too.

So it's good news for superfans of the show, as they can stop trying to hunt around for the lost footage of that non-existent sex scene. Even better, both Anderson and Duchovny said they're ready to do a third movie.

Until that happens -- if it ever comes together -- fans can check Gillian Anderson out in her newest series, "The Fall," currently streaming its first season on Netflix. Tune in to "The Tonight Show with Jay Leno" every weeknight at 11:35 p.m. ET on NBC.

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