'Doctor Who' boss Steven Moffat said: "Anyone watching the amazing Line Of Duty will know that Keeley Hawes is having one hell of year.
"And now it's about to get even better as she achieves the greatest villainy yet attempted on Doctor Who: she plays a banker."
The actress, who has previously starred in 'Spooks', 'Upstairs Downstairs' and 'Ashes To Ashes', plays Ms Delphox, who is described as "a powerful out of this world character with a dark secret".
The twelfth Doctor meets her when they arrive on a 'strange and puzzling planet' in a story written by Steve Thompson and directed by Douglas Mackinnon.
Speaking about her latest role, Keeley said: "I am delighted to join Doctor Who and to be working with this incredible team.
"Ms Delphox is a great character and someone I've had a lot of fun playing."
The episode will be screened on BBC One in the autumn.