The Weeds actor will play Cy, a man with mental difficulties, according to TV Line.
The character will become involved in the BAU's latest case, in which the perpetrator robs his victims of an unusual item.
Milder plays Dean Hodes on Weeds and also plays recurring roles on Parks and Recreation and The Middle. His additional credits include episodes of Bones, Private Practice and CSI: NY.
Boardwalk Empire star Tracy Middendorf will also appear in the episode as an unspecified character. Her recent television roles include guest stints on The Mentalist, CSI and Law & Order: SVU.
Other actors confirmed to appear in future episodes of Criminal Minds include Mad Men actor Mark Moses and JAG star Isabella Hofmann.
The seventh season of Criminal Minds begins on September 21 on CBS.
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Watch a scene from Criminal Minds' sixth season finale below: