Van Zandt, who is also a member of Bruce Springsteen's E Street Band, plays a New York mobster sent to Norway as part of the witness protection program in the eight-episode first season of the fish-out-of-water show.
The entire first season will be available to watch instantly on Netflix in the United States, Canada and Latin America Feb. 6.
"'Lilyhammer' is a well-observed, funny and occasionally brutal story of culture clash, focused on Stevie's inimitable portrayal of an East Coast mobster," Netflix Chief Content Officer Ted Sarandos said in a statement Tuesday. "We're proud to introduce this terrific original series exclusively to our members. If you love the first episode, there is no need to wait until next week, or to set a DVR, to catch the next one."
"I am very careful with my choices and this project was so exciting to me because of the wonderful writing, the rich characters and the fascinating culture of Norway," added Van Zandt, who is the show's executive producer, as well. "Netflix is the perfect home for such a unique show."
Van Zandt played mob boss Tony Soprano's consigliore Silvio Dante on "The Sopranos" from 1999 to 2007.