Jake Gyllenhaal may be an Oscar-nominated actor and Broadway star, but there’s still one role he hasn’t yet added to his resume: father.

Gyllenhaal, 36, opens up in the new issue of PEOPLE about his desire to one day start a family. “I want to continue becoming more of an adult than I already am,” he says of his future. “Hopefully with a family of my own.”

The Stronger actor says his bond with his sister Maggie Gyllenhaal‘s two daughters makes him excited for fatherhood. “My sister has raised two beautiful daughters. They are the most amazing girls,” he says. “It’s fun to send them home with a lot of candy, because it was almost like, ‘Enjoy it, Mags!’ A little payback for being the sister who made me perform weird shows at our parents’ dinner parties.”

Gyllenhaal is currently single, and after past high-profile relationships with Kirsten Dunst, Reese Witherspoon and Taylor Swift, the actor says he doesn’t let rumors about his love life bother him.

“I’ve learned to have a real sense of humor about things. There will always be opinions. I think I’ve made my peace with that.”

For much more from Jake Gyllenhaal, pick up the latest issue of PEOPLE, on newsstands Friday.