The actress previously appeared in Vicky Cristina Barcelona, which earned her an Oscar for 'Best Supporting Actress'.
Speaking to Entertainment Weekly, the 36-year-old said: "I know [what I'm doing next], but the thing is that I have to ask the director what I can say and what I cannot say.
"Because he's very secretive... It's a movie with Woody Allen. But I really cannot say anything about the story or the characters."
Allen recently announced that he would be filming his next project in Rome, but no other details, including a working title, have been confirmed.
> Allen: 'Cruz, Bardem will have super baby'