'The Emperor's New Clothes' will be a political documentary about the social differences that led to the financial crisis, reported Digital Spy.
Winterbottom will direct the film, which will be a mixture of comedy, archive footage and interviews.
Brand, 39, will present the documentary, while looking at financial centres in cities including London and New York.
"It's about inequality and why the 1 per cent seem to have so much and the rest of us not quite so much.
"Everyone knows about equality and what's going on in the world, so the idea is to point out the ludicrous extremes of our society," Winterbottom said.