David Duchovny has checked out of a rehabilitation clinic where he was being treated for sex addiction.

?The X-Files? star is returning to work and will begin shooting new film 'The Joneses' ? which also stars Demi Moore and Amber Heard ? according to his lawyer Stanton ?Larry? Stein.

Stein said: "David is out of rehab and about to start a new movie. He successfully completed his treatment."

The 48-year-old actor ? who has a daughter Madelaine West (9), and son Kyd (6), with his wife, ?Ghost Town? star Tea Leoni ? voluntarily entered the facility in August after becoming addicted to online pornography.

Duchovny said at the time: "I ask for respect and privacy for my wife and children as we deal with this situation as a family."

Now that he has left rehab, Duchovny and his family are set to move to New York, to get away from the hectic Hollywood lifestyle.