This is Baldwin's first TV acting job since the end of his sitcom "30 Rock" more than a year ago.
The episode will be Baldwin's first "Law & Order" franchise appearance and "SVU" star Mariska Hargitay's directorial debut.
Hargitay's co-star, Ice-T, said he will support her throughout the experience.
"I'm just going to try and support her. I would never in a million years ... I've directed a lot of stuff. I've directed films. There's no way I would try this," he told E! "If I do an indie film, if I overload, I can shut it down. Even shut it down to 8 hours and be like, 'Hey, let's come in later in the day.' This thing moves like a machine."
Hargitay will also appear in the episode as her character Sergeant Olivia Benson.
Hargitay told E! News in January she was excited to step behind the camera on the show she has called home for 15 years.
"It's a long time coming; I've wanted to do it for a while. There are a lot of things that I've learned and collected. I know how to get performances. I know what buttons to push in people and I've been doing it for a long time," Hargitay said.
"Since I've been on 'SVU,' I get more joy, sometimes, from helping somebody else with their performance than my own," she said. "That's when I got the idea... It's just this idea of helping to tell the story or even help people get in touch, like how people help me to get to my soul. I'm up for the challenge... It feels like a natural progression."