Lange earned Golden Globe and Screen Actors Guild awards for her portrayal of Constance Langdon in the series.
Murphy told EW.com the actress will play a new character in the show's sophomore season, which is to begin production in late July for a mid-October debut.
The writer-producer has said each season of the show will feature a new setting and cast.
"We have designed the second season of 'American Horror Story' completely around her character," Murphy told the Web site.
"Last year, Jessica came in with Connie Britton and Dylan McDermott. This will really be the Jessica Lange show, so I'm very excited about it. We are designing this amazing new opposite of the Constance character for her. She and I have spoken about different things. She has a lot of ideas, and has a lot of input into her character. She told me some things she has always wanted to play as an actress. She's a great collaborator and a great friend."