The Party Down star will appear in three episodes of the Zooey Deschanel sitcom, according to TV Line.
She will play Julia, a sophisticated art student who attracts the attention of Nick (Jake Johnson).
When Nick invites Julia to the birthday party of roommate Schmidt (Max Greenfield), he is worried that his friends will not live up to her high standards.
Caplan previously played roles on True Blood, The Class and Tru Calling. Her film credits include 2004's Mean Girl, 2008's Cloverfield and last year's 127 Hours.
New Girl was recently picked up for a full season by Fox, after pulling in impressive ratings.
Lake Bell, Natasha Lyonne and Justin Long have also signed up for roles on the show.
New Girl continues on Tuesdays at 9/8c on Fox. The show will air on E4 in the UK later this year.
> Zooey Deschanel: 'New Girl role is a change of pace'
Watch a clip from this week's episode of New Girl below: