
The New York band, who play the California event tonight (April 15), have included details of the visual collaboration in a blog on their record label Matador Records official site Matadorrecords.com.
The collaboration, which is titled 'Interpol Under Surveillance', is "a visual juxtaposition of the seen and the unseen" and has been put together by the band, Lynch and a series of other collaborators.
The performance will also feature the premiere of the David Lynch animation 'I Touch A Red Button Man' which will accompany the band's 'Lights'.
The set will be streamed live over the internet, via the festival's YouTube channel YouTube.com/coachella page.
Interpol are onstage at 7:25pm (PDT), which is 3:25am (GMT).