Dunham will join veteran cast members Sarah Paulson and Evan Peters, as well as newcomers Billy Eichner, Billie Lourd and Colton Haynes, on the FX anthology series.
There is no word yet on Dunham's character, but Murphy has hinted that he may reveal some details about the upcoming season, including the official title, at San Diego's Comic-Con later today.
Earlier, in February, he told "Watch What Happens Live" with Andy Cohen that the new season will have a political theme.
"I don't have a title, but the season that we begin shooting in June is going to be about the election that we just went through," he told host Andy Cohen. "I think that will be interesting for a lot of people."