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The actor's involvement in the sixth series of the BBC show was confirmed by writer Neil Gaiman - who has scripted the episode which will feature the Welsh actor.
Responding to a report which claimed that Sheen had revealed his involvement during a visit to the Royal Welsh College of Music & Drama, Gaiman wrote: "It's true."
No details of the Underworld star's role are currently known. Suranne Jones will also feature in the episode, the fourth of the new run, as a character named Idris.
Manic Street Preachers bass player Nicky Wire recently revealed that he would like Sheen to be involved with a Doctor Who script that he is writing.
The new series of Doctor Who will premiere on April 23 on BBC One in the UK and BBC America in the US.
> 'Who' producer teases Neil Gaiman ep
Previous: Matt Smith: 'I love doing Doctor Who'
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