The trio will collaborate with the "Black Swan" director on the independent project, Collider reported.
Javier Bardem is also starring in the movie, which focuses on a couple who are disturbed at home by uninvited and unwanted guests.
Gleeson recently starred in "Star Wars: The Force Awakens" and "Brooklyn", while Pfeiffer's last movie role was alongside Robert De Niro 2013's "The Family".
Meanwhile, Gleeson also recently landed a role alongside Will Forte in Netflix's "A Futile and Stupid Gesture."
He'll also revisit his character General Hux in "Star Wars: Episode VIII", which will be released on December 15, 2017.