The actress follows Bobby Cannavale in starring in the new show, which is executive produced by Rolling Stones frontman Mick Jagger.
The drama, which is still untitled, focuses on the music business in 1970s New York, where punk and disco are at the centre and drugs and sex the way of life.
Cannavale is to star as record executive Richie Finestra, while Wilde will play Richie's wife Devon.
Scorsese - who worked with Jagger on the Rolling Stones documentary Shine a Light - will direct the pilot himself from a screenplay written by The Wolf of Wall Street and Boardwalk Empire's Terence Winter and Breaking Bad's George Mastras.
Victoria Pearman, Emma Tillinger Koskoff and Rick Yorn have also been named as executive producers.
Wilde most recently appeared in the movies Her and Rush.
Watch a clip from Scorsese and Winter's Wolf of Wall Street below: