Fans will get to see Sherlock: The Abominable Bride, a one-off episode set in London in 1895, on New Year's Day.
The episode will also be broadcast on PBS in the US on the same day as its UK transmission for the first time.
A trailer shows Benedict Cumberbatch and Martin Freeman as Holmes and Watson in foggy Victorian London as they pursue an "impossible case".
London in 1895 is often thought of as being the quintessential setting for Arthur Conan Doyle's original Sherlock Holmes stories.
It is also the year after the fictional detective returned after Conan Doyle apparently killed him off.
The cast for the 90-minute special includes Rupert Graves, Una Stubbs, Louise Brealey and Amanda Abbington. The episode has been co-written by Steven Moffat and Mark Gatiss.
Moffat said: "Sherlock on the big screen. For us, it's a giant leap backwards - into Victorian London. The mean streets of 1895 have never looked so good."
The cinema screening will also include extra material including Moffat giving a guided tour of 221B Baker Street and behind-the-scenes  footage from the making of the episode.
It will be shown in selected branches of Picturehouse cinemas and selected Odeon and Vue cinemas. Tickets go on sale on 2 November 2015. Details of cinema screenings in other countries are still to be announced.
The show's fourth series will begin filming next spring.
A special episode of Sherlock is to be screened in more than 100 UK cinemas at the same time as it is seen on BBC One.