The movie -- written and directed by Allen -- stars Ewan McGregor, Colin Farrell and Tom Wilkinson. Allen rejected a Cannes Film Festival closing-night debut for his film and likely will show it first at the upcoming Venice Film Festival, Variety reported Thursday.
Bob and Harvey Weinstein, headquartered in New York, also distributed Allen's "Everyone Says I Love You," "Mighty Aphrodite," "Bullets Over Broadway" and "Celebrity" when they were at Miramax.
"Cassandra's Dream's" tells the story of two brothers and their relationships.
Allen called Harvey Weinstein "one of the only producers-distributors around who actually can see beyond the grosses and gets real pleasure out of presenting fine movies."
Weinstein returned the compliment, saying Allen "has once again poured his tremendous passion and talent into creating a very powerful and compelling drama."