The TV presenter will play himself discussing "strange goings-on" during his chatshow as David Tennant's Doctor departs on a mission.
A BBC source revealed that O'Grady had been wanting to appear on the show for some time and his role would be a little more "sinister" than people are used to.
"Paul has been desperate to be on the show for ages and asked if he could be a guest star," revealed the BBC insider.
"Fortunately Who creator Russell T Davies is a big fan of his too, and jumped at the chance.
"We’ve had to wait until his chatshow is filming again so we can shoot him on the set.
"It will be the usual camp Paul - just maybe a bit more sinister."
Stars including Kylie Minogue, Peter Kay and Anthony Head have previously appeared in guest roles in the cult series.