Listeners tuning into GCap's Century FM and The One networks of local and metropolitan stations in England will hear Knightley spinning some of her favourite tunes and answering listeners' questions from 1pm.
The Oscar-nominated star's visit was arranged by Justin Kings, GCap's head of entertainment news, with 'Pirates of the Caribbean 2: Dead Man's Chest' distributors Buena Vista International.
According to Kings, a number of other A-list stars will be enticed into the studio over the coming months.
Knightley's show comes after GCap recruited 'Withnail and I' star Richard E Grant to present 'Richard E Grant's Great Movie Composers' from July 23 on Classic FM.
Kings said: "Keira is probably Britain's hottest movie star and we're delighted she'll be DJing on our stations. Her fun personality will guarantee it'll be a great listen."
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