The psychological thriller, penned by The Runaway scribe Allan Cubitt, focuses on a serial killer in Belfast and the female detective superintendent in charge of the investigation.
The five-part series is expected to follow the case and will focus on both the killer's and the victims' families.
Anderson has now signed up to play DSI Gibson, the detective who comes to help the Belfast police struggling with a big murder investigation.
The actress has recently appeared in a number of British dramas, including Great Expectations, The Crimson Petal and the White and Any Human Heart.
The BBC's controller of drama commissioning Ben Stephenson said: "The Fall is a unique, forensic and characterful take on a classic genre that continues BBC Two's commitment to original British drama in 2012.
"Cubitt's rich and complex psychological thriller combined with another compelling performance from Gillian Anderson will keep viewers on the edge of their seats."
Further casting is expected to be announced shortly and filming is due to begin in Belfast next month.
Other series due to begin on BBC Two later this year include ensemble show White Heat, police drama Line of Duty and an all-star adaptation of Ford Madox Ford's Parade's End.