The singer-songwriter follows a series of festival appearances with a new tour starting this Saturday at Edinburgh's Liquid Room.
Wolf told Metro: "I really like stuff to be seasonal. This is an autumn/winter tour, so it makes sense to have new material.
"Brumalia is like Lupercalia's shadow; it's more home-produced, with song themes including London's riots."
Writing on Twitter earlier this month, Wolf confirmed that the EP would be released on November 28 and be "a musical story written around the song "Together'".
He has since added that one of the songs on the EP will be called 'Bitten'.
The sleeve for the record features photographs taken by Patti Smith, who Wolf has played with several times on tour.
"These are two photos Patti took of me on Cooden Beach on a freezing windy winter day earlier this year the day after I played harp and viola for her at the De La Warr Pavilion," Wolf explained.
"To me the photos sum up the bleakness and melancholy of England in the winter months, which was something that inspired the choice of songs on this EP."
> Read Digital Spy's recent interview with Patrick Wolf
Watch the Patrick Wolf 'Time Of My Life' music video below: