The Blues will take on PSG at the home of the New York Yankees baseball team - which will hold 54,000 spectators once configured for football - on Sunday, July 22.
Chelsea have not played in New York since 1954 and they and PSG will contest the first football match at Yankee Stadium since it opened in 2009.
The game reunites the Blues with former manager Carlo Ancelotti - who they controversially sacked at the end of last season - his assistant Claude Makelele, coach Paul Clement and defender Alex.
It will be the second game of Chelsea's US tour, with the club also announcing on Monday their final fixture would be against AC Milan at Sun Life Stadium in Miami on Saturday, July 28.
They had already confirmed matches against Seattle Sounders at CenturyLink Field on July 18 and and MLS All Stars at PPL Park, Philadelphia, on July 25.
Chief executive Ron Gourlay told the club's official website, www.chelseafc.com: "Chelsea Football Club is delighted to be heading to New York after such a long time away, and it will be a real pleasure to visit Yankee Stadium for what is sure to be a competitive game.
"Paris St Germain represents a true test for us in our preparations for the new season.
"We know Carlo well and respect the superb job he did for us, and continues to do in France. It should be a fantastic game."
"Southern Florida is a hotbed of football support and we cannot wait to resume our friendly rivalry with AC Milan at a packed stadium.
"The four fixtures we have lined up in the US offer an exciting schedule and as a club we cannot wait to sample the ever-growing appetite for the game in America."
Chelsea were managed by the Italian for two seasons until they decided to part ways with the former AC Milan coach and appoint Andre Villas-Boas instead. It proved to be a poor decision, however, as the young Portuguese fared much worse than Ancelotti at the helm and he was dispatched with towards the beginning of February.
Under Ancelotti, the Blues won the Premier League and the FA Cup but they were unable to reach the Champions League final. Current caretaker manager Roberto di Matteo has helped inspire a league revival and he has ensured that the club have a shot at winning their first Champions League after reaching the final where they will face Bayern Munich on May 19.
Chelsea are currently in sixth place and need results to go their way if they are to qualify for the Champions League via domestic participation.
They play Liverpool on Tuesday and then take on relegated Blackburn on Sunday and need Tottenham and Newcastle to fail to win their final league game if they are to qualify for Europe's premier tournament for the coming season.