The comedy sees Pegg take on the role of a former children's author who becomes a paranoid mess when he starts researching the lives of Victorian serial killers for his latest crime novel.
Paul Freeman, Amara Karan and Claire Higgins are among the supporting cast for the movie.
Kula Shaker's Crispian Mills and music animation director Chris Hopewell make their feature debuts behind the camera for the project.
A Fantastic Fear of Everything will be released in UK cinemas on June 8.
> Simon Pegg's 'A Fantastic Fear of Everything' poster debuts
Watch the film's trailer below: