"It's a really cool story we've been talking about for a couple of years. So we're going to do that," Murphy said at PaleyFest Television Festival in Los Angeles Friday night.
Filming of the supernatural series will take place in several locations, including New Orleans, and Kathy Bates has joined the cast for the new season, EW.com said Murphy confirmed at the event.
"I wanted to see a lot of scenes with Jessica Lange and Kathy Bates going at it," Murphy said, "so that's what you're going to see."
Lange has starred in the previous two editions of "Horror Story," which features a repertory ensemble. Every season follows a new set of characters in different times and places than the previous season.