Law stars opposite Ruth Wilson and the play opens in August at the 250-seat Donmar Warehouse, where Law starred as Hamlet in 2009.
Law is currently reprising his role as Dr. Watson in a sequel to Guy Ritchie's "Sherlock Homes."
"Anna Christie" is part of a farewell season for artistic director Michael Grandage, who steps down in December. His nine-year tenure has seen a string of successes, including "Frost/Nixon," "Red" and "Hamlet," all of which transferred to Broadway.
The season, announced Friday, also includes John Osborne's "Inadmissible Evidence" and a production of Shakespeare's "Richard II" with Eddie Redmayne.
