They take crime fiction seriously in France, so when Nicci French's first novel, The Memory Game, was published there, one critic wrote that it was much more than a thriller, that it was "a true novel on customs that seeks its roots in Virginia Woolf and some other great ladies of English literature".

This chilling book, which is about the contentious issue of recovered memory syndrome and which became a runaway bestseller, is indeed much more than a psychological thriller, as are the dozen other well-crafted literary crime novels French has gone on to write: 12 stand-alone books that have sold more than 2.5 million copies. Several have been filmed for television; Killing Me Softly became a Hollywood movie, with Joseph Fiennes and Heather Graham.

What that French reviewer was not aware of, back in 1997, was that The Memory Game is not by one "great lady of English literature" but two people, giving new meaning to the phrase double take. For Nicci French is the pen name of former journalists Nicci Gerrard and her husband Sean French. The couple – contemporary publishing's equivalent of, say, Lennon and McCartney – have never made any secret of Nicci French's dual identity.

"We didn't want it to be seen as some sort of gimmick," says Gerrard, a fine-boned, gamine 53-year-old. Her bespectacled husband, a year younger, is tall, pale and balding. They talk as seamlessly as they write, finishing each other's sentences as they do on the page, as audiences will discover when they appear at the Edinburgh International Book Festival. They will be discussing their latest book, Tuesday's Gone, their 14th and the second of an octet centred on the compelling Frieda Klein, a psychotherapist, Gerrard describes as "a detective of the mind".

The first of the series, Blue Monday (2011) – each will be named for a day of the week, although not the eighth and final book – introduces Klein, a prickly, solitary insomniac who shares with The Killing's Sarah Lund a penchant for working out mysteries at night-time. As she does so, Klein walks London's dark streets, her brain a buzzing wasp's nest of ideas.

Although she was created long before that Scandi-noir television series became required Saturday-night viewing, like Lund she has a weird magnetism and is an obsessive. Inevitably, Blue Monday has been optioned for TV and the script is already written.

Gerrard and French have made female characters their signature in previous novels such as The Safe House, Secret Smile and Complicit, but none of them has been quite as intimidating as Klein, with her fearless ability to enter the darkest nooks and crannies of the mind. "She is a bit scary, isn't she?" agrees Gerrard, adding that nonetheless you would want Klein on your side in a crisis. "We wanted her to be an honourable person, someone who would do anything to help or rescue troubled souls, someone who could discover secrets," explains French.

In Blue Monday, Klein takes on a patient who has been dreaming about a child he describes in perfect detail. When a five-year-old boy of the same description goes missing, Klein goes to the police and a disturbing link emerges to a similar abduction 20 years earlier. Loose ends were left at the end of this intriguingly plotted, elegantly crafted book. Some are tied up in Tuesday's Gone, others left dangling. This is, after all, a series.

"There was so much to establish in the first book, but I think we know the characters now," says Gerrard. "Frieda lives in her head, so we wanted to force her out into the world and make her confront the chaos of the world and its terrible problems," interjects French. "Throughout the series, bit by bit, readers will discover why she has so many secrets and why she's a ticking time-bomb. Although we know the arc of her story, many things are going to happen in these books that we don't know about yet," continues Gerrard.

In Tuesday's Gone, they ratchet up the tension. Klein becomes involved in a ghastly murder case following the discovery of the rotting, naked corpse of a man in the home of a desperately confused woman; Klein is called in to investigate her mental state. Relentlessly, in this suspense-filled story with its shocking ending, Klein is visited by shadows from her past.

"We've always written about the strangeness of what it is to be human, exploring the labyrinths of the human mind, investigating what we hide from ourselves and from others," says Gerrard, who underwent therapy after covering the Fred and Rosemary West murder trial for The Observer.

"I was deeply perturbed and shaken by that, not just its grisly nature but I got very distressed about these missing girls, who had disappeared from their own lives, but whom nobody had missed. I had to talk about how that feeling had buried itself deep inside me, and it had to be with a stranger. That was important; I was able to take control of it and, in a way, transform it. We believe that you don't have therapy to become happy – you do it to find your own voice, to have a sense of autonomy and give yourself power. Which is one of the attractions for us. Psychotherapy is a very literary form."

French interrupts: "We all tell ourselves stories about our lives. It's one of the reasons we began the series. When you get to the end of a book, you know the characters carry on. We hoped our readers would get a sense of time passing and of lives changing."

The pair underwent counselling when they met while working at the New Statesman. Although they had been students at Oxford University at the same time, their paths never crossed. Gerrard's first marriage to journalist Colin Hughes broke down in 1989. She had already booked sessions at Relate; then she met French and he offered to go with her. "We were a very unusual couple. It was the first thing we did."

It must have worked. They have been married for 22 years and are like two halves of an oyster. Between them they have four children: a son and daughter from Gerrard's first marriage and two daughters together.

Their youngest recently left home so they are suffering empty-nest syndrome. They live in an old rectory in Surrey, which they bought when they moved from their house in Kentish Town, north-west London, where Gerrard was famously doorstepped by Jeanette Winterson and her then girlfriend, hurling abuse because they objected to a review Gerrard had written of one of Winterson's books, although she's actually an admirer of her work.

Despite having vowed never to write a series, they decided they needed a new adventure after their children departed. What Klein would make of the fact that the first of the series is about missing children, Gerrard dreads to think. "How terrible! It wasn't calculated. Writing a series is like walking a tightrope. As for eight books, that's 10 years of our lives. What an alarming thought!" she exclaims. "It's a great pleasure and a great curse that we never leave this world we've created."

"We're always together, that's the fun bit," French reveals. "We don't argue over the writing, only about domestic trivia. If the writing felt like drudgery, we wouldn't do it.

"We can't have rows when we write anyway, because Nicci's at the top of the house; I'm in a shed in the garden. Then we show each other what we've written and we edit or rewrite each other. If one changes something, the other is not allowed to change it back. But actually an awful lot of the work is done beforehand through all the stuff we talk and argue about, things that intrigue us."

Gerrard insists it's rather exciting to fossick around in her husband's unconscious. "Sometimes, it can be disturbing. I don't find out actual facts about Sean's mind, but we've both become more mysterious."

The last time I interviewed them, French – son of distinguished film critic Philip French – said that through writing with his wife he'd discovered she's "a lot weirder" than he thought, but in a good way. Does he still feel that? "Definitely, it's a compliment!" Gerrard claims the more they write together, the more difficult and yet more pleasurable it becomes. "People say to us it must get easier, but the writing gets messier and messier, whether we're writing as Nicci French or under our own names." (Both write novels separately.)

They have one golden rule. "It's a superstition, actually," says French. "We never tell who wrote what – not even our children know. People play guessing games, especially family and friends. They say, 'Nicci wrote that bit because something like that happened to her.' They forget we've been together for decades and that we have all these shared memory banks."

Tuesday's Gone by Nicci French is published by Penguin/Michael Joseph, priced £12.99. Nicci French is at the Edinburgh International Book Festival on August 21 at 7pm. Go to www.edbookfest.co.uk or call 0845 373 5888.