The actress will also be joined at the 11:30 PM performance by Scott Adsit ("30 Rock") and Lynne Shankel (Bare, Allegiance, Cry-Baby), among others.
Pyle was last seen at Joe's Pub with Sexy as Hell Feb. 16.
"This show combines Missi's hilarious, quirky, ornery and sometimes heartfelt original music with music from her 3 bands, The Nice Ladies, Smith and Pyle and The Tumbleweeds for an evening of laughter, tears, booze, stories of love and loss and an intimate look at Missi's most recent slutty summer," according to press notes.
The evening is produced by Patrick King and directed by Samantha Jones.
Joe's Pub is located in the Public Theater at 425 Lafayette Street. Tickets are $25 and are available at JoesPub.com.