Broadchurch actor Andrew Buchan, Katherine Parkinson (The IT Crowd) and The Shadow Line's Stephen Rea have joined the seven-part series, which has been written by BAFTA winner Hugo Blick.
The Honourable Woman is billed as "a fast paced, labyrinthine thriller" and features Gyllenhaal as lead character Nessa Stein.
Rea will play Hugh Hayden-Hoyle, an MI6 spy on the verge of retirement who is digging into Stein's life and family. Lindsay Duncan (The Hollow Crown, White Heat) is cast as his bitter ex-wife.
Buchan stars as Stein's brother and Parkinson plays his "highly strung pregnant wife".
Academy and Tony award nominee Janet McTeer plays the head of MI6 Julia Walsh, who has a hold over Hayden-Hoyle (Rea).
Tobias Menzies (Game of Thrones), Genevieve O'Reilly (Episodes), Israeli actor Igal Naor and Eve Best (Nurse Jackie) have also been cast in the series.
The Honourable Woman will air on BBC Two and the Sundance Channel in 2014.