For the next three months Roger Allam will go to bed six nights a week with Gillian Anderson. It is a tough job, slipping between the sheets with the star of The X-Files but some actor's got to do it in Michael Weller's world premiere about a one ­night stand between two former lovers.

At least the actress, known to audiences everywhere, can rest assured that she is in a safe pair of hands for her West End debut in What the Night Is For. Allam was named Best Actor in the Olivier’s this year for his role as the cross-dressing Captain Terri Dennis in the Donmar revival of Peter Nichols' Privates on Parade. The 49-year­old is the latest experienced British actor to become a safety net for an American film actress new to the stage.

"Gillian has had more experience in film and telly than theatre, so it's quite a learning process for her," he says. "She's never done a run as long as this but I intend to make her feel at home."

Yet he plays down any grandiose notion of becoming 35-year-old Anderson's stage guru. "A very important element of the play is a yearning for a sense of intimacy. I don't know if British actors are worse or better than Americans at that.

"How do Gillian and I get comfortable with each other? I just dive in, I don't have a particular approach. I used to be a lot more anxious about acting than I am now that I'm older. We only met the week before rehearsals began, when Gillian and I had dinner, but if you need to get on with your co-star, you get on. That's part of the job of being an actor.

"Gillian and I have hit some very nice patches in rehearsal, when we have sort of become unaware of other people in the room. You've got to be very easy with each other -in this business, you can't be inhibited or squeamish."

And Allam should know, having played the first ever talking testicle in a surreal radio play shortly after receiving his Olivier gong.

Although he admits to nerves over one nude scene in What the Night Is For, this is a man so completely confident that he used a beard-trimmer over his entire body when impersonating female stars for his drag turns in Privates on Parade and made his debut as one of only two men in the feminist theatre company Monstrous Regiment.

He studied drama at Manchester University three years ahead of Rik Mayall and Ben Elton, having caught the acting bug as a schoolboy after seeing Laurence Olivier's Old Vic company in the sixties. "Seeing all those people in different plays, doing very varied roles, is what attracted me to acting," he says.

Generally he prefers the versatility of theatre, spending 11 years in the RSC, making his mark as a notable Hitler in Albert Speer at the National, playing roles in Les Miserables and Art and taking the lead in the 1994 musical City of Angels.

But the need to pay bills still influences his choice of work." "I could only afford to work at the Donmar on Privates because I had done a TV film just beforehand.

"It's fine, if you're a movie star, to come to the Donmar or the Almeida for £300 a week having just made a few million on a film. I'd love to be in that position but 20 weeks at the Donmar, including rehearsals, took a hell of a lot of beating of my bank account. But I don't regret doing it at all.

"He appeared on ITV1 as a moustached RAF cad in Foyle's War and next January he'll play "a drinking, drug taking nightmare" for one episode in the second series of BBC2's male meno­pause comedy-drama Manchild. Far from being a midlife crisis victim himself, Allam claims to have been grounded by late fatherhood.

He and his partner, actress Rebecca Saire, became parents for the first time two and a half years ago with the birth of William.

"Having a child has made me a lot less anxious about acting, it puts things into perspective," Allam explains. "I once went through an entire month of sweating and trembling after getting stage fright while playing Benedick in Much Ado About Nothing at Stratford but I try not to think about the lines so much any more. Eventually you get to a place where you realise that it's not the end of the world.

"It seems that Gillian Anderson can rest easy.