Allen used a Sony CineAlta F65 camera for the untitled movie, whose shooting began in August in New York and Los Angeles, reported Vareity.
The cast also includes Jesse Eisenberg, Parker Posey, Kristen Stewart, Corey Stoll, Ken Stott and Steve Carell.
Vittorio Storaro, who won Academy Awards for the cinematography for "Apocalypse Now", "Reds" and "The Last Emperor", took credit for persuading Allen to shoot in digital.
"I had seen that the Sony F65 was capable of recording beautiful images in 4K and 16 bit-colour depth in 1:2, which is my favorite composition," Storaro said.
Allen had indicated in May at the Cannes Film Festival that he might switch to digital for his next film.
Sony made the announcement Wednesday through its UK offices and noted that Allen and Storaro will master the movie in 4K.