The Mean Girls star played Julia, a love interest for Nick (Jake Johnson), in the Fox comedy's first season.
"I ran into a couple of New Girl cast members the other day," Caplan told Zap2it.
"I told them I would love to come back for an episode or two. It's such a fun, easy job."
The 30-year-old star is currently attached to forthcoming Showtime drama Masters of Sex, which also stars Michael Sheen.
New Girl - starring Zooey Deschanel - will return for a second season on Fox on September 25. E4 airs the series in the UK.
> New Girl casts ANTM alum Keenyah Hill as Winston's sister
> New Girl casts Justified actor Raymond Barry as 'future Nick'
Watch a promo for the return of New Girl below: