McKean will play a reality-show producer accused of sexually assaulting an actress, who will be played by Lambert.
On a Clear Day's Connick, Jr. will also appear in the episode with McKean and Lambert. The actor recently signed on for a four-episode arc as a love interest for Mariska Hargitay's Detective Benson.
McKean has been seen on Broadway in Accomplice, Hairspray, The Homecoming, Superior Donuts and The Pajama Game. Connick, Jr., who starred as Sid Sorokin in the 2006 Pajama Game revival, was also seen in Thou Shalt Not and Harry Connick, Jr. in Concert on Broadway.
"Law & Order: SVU" airs Wednesday nights at 10 PM ET on NBC.