The duo will both appear in the 19th episode of the season, TV Guide reports.
They will play James and Lara, a brother and sister who believe the strange ideas that their mother instilled in them before she died.
Gallner has previously starred in shows such as Veronica Mars, Big Love and CSI: NY, while Martin is probably best known for her role as Becca in Californication.
Their episode of Criminal Minds will be directed by Matthew Gray Gubler, who appears in the show as Dr Spencer Reid.
Criminal Minds showrunner Erica Messer recently denied rumours that Homeland star Mandy Patinkin was planning to return to the show.
Meanwhile, Paget Brewster - who stars as Emily Prentiss - announced last week that she will leave the series at the end of the season.
Criminal Minds airs on Wednesdays at 9/8c on CBS.