The Without a Trace actor will play the charming Hugo in the forthcoming FX drama, according to TV Line.
The series, created by Glee's Ryan Murphy and Brad Falchuk, will introduce Hugo through a series of flashbacks set in the 1980s.
Close played Martin Fitzgerald on Without a Trace from 2002 to 2009 and recently starred in short-lived CBS drama Chaos.
He also played series regular roles on NBC sci-fi drama Dark Skies, CBS thriller Now and Again and Western series The Magnificent Seven.
Connie Britton, Dylan McDermott, Jessica Lange, Shelby Young, Taissa Farmiga, Evan Peters, Denis O'Hare and Jamie Harris are among the other stars confirmed to appear in American Horror Story.
The show will premiere on FX on October 5.
> American Horror Story Connie Britton: 'I'm afraid of horror'
Watch a video teaser for American Horror Story below: