The actress, recently seen as Detective Inspector Lindsay Denton in Line Of Duty, will take a guest role as Ms Delphox in an episode of the sci-fi show.
She is described by the BBC as "a powerful out-of-this-world character with a dark secret" and she encounters the Doctor when he and companion Clara Oswald (Jenna Coleman) land on a strange planet.
Hawes said she was delighted to join the cast and added: "Ms Delphox is a great character and someone I've had a lot of fun playing."
Peter Capaldi is filming his first series as the Doctor after he was introduced to audiences in the Christmas edition of the show.
The BBC1 show's executive producer Steven Moffat said: "Anyone watching Jed Mercurio's amazing Line Of Duty will know that Keeley Hawes is having one hell of year. And now it's about to get even better as she achieves the greatest villainy yet attempted on Doctor Who: she plays a banker."