The highly-anticipated series, which also stars Archie Panjabi (The Good Wife), Hollyoaks trio Gerard McCarthy, Emmet Scanlan and Bronagh Waugh, and Niamh McGrady (Upstairs Downstairs), was written by Allan Cubitt (The Runaway, Prime Suspect).
Anderson stars as DSI Stella Gibson, who is brought to Belfast from the London Met to find a killer. Dornan stars as killer Paul Spector, who has a dark fascination with solicitor Sarah Kay (Laura Donnelly).
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The five-part series will air on Netflix in the US.
BBC drama boss 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.
"Cubitt's rich and complex psychological thriller combined with another compelling performance from Gillian Anderson will keep viewers on the edge of their seats."
Watch the trailer for The Fall: