He will join stars Sandra Bullock and Melissa McCarthy in the cop comedy, reports Variety.
The movie is rumoured to be called The Heat, but is also being reported as untitled.
Feig directed Hale in episodes of Arrested Development and the movie Unaccompanied Minors.
The film centres around an FBI agent and Boston police officer who team up to hunt down a Russian mobster.
Hale will play a man who is arrested by McCarthy after attempting to secure the services of a prostitute.
The actor will reprise his role of Buster Bluth in Netflix's forthcoming revival of Arrested Development.