The director, whose leading ladies have ranged from Diane Keaton and Mia Farrow to Scarlett Johansson and Emma Stone, cast Cyrus in his upcoming series for Amazon.
Deadline reported Cyrus will star with Elaine May and Allen starts shooting in March.
Allen had said of the deal, “I don’t even know what a streaming service is . . . [or] what Amazon was . . . They offered a lot of money and everybody around me was pressuring me, ‘Do it, what do you have to lose?’ ”