The singer will perform on the topical programme on the October 2 edition, which will also feature Prime Minister David Cameron.
Harvey previously appeared on the show in April 2010, alongside then-Prime Minister Gordon Brown. On that occasion she debuted the title track for her album Let England Shake.
PJ Harvey won the Mercury Music Prize last month for Let England Shake.
She revealed that she was "surprised" to win the award for a second time.
> PJ Harvey: 'I want to win another Mercury in ten years'
Watch PJ Harvey perform on The Andrew Marr Show last year below: