"It is a privilege to play for Noor. She was a brave Indian woman who did not hesitate to sacrifice her life for freedom. The fact that she was a musician as well makes it even more special, " Anoushka said in a statement here.
Anoushka, the daughter renowned sitar player Pandit Ravi Shankar, will be performing for free.
The event will be hosted by Rt. Hon. Keith Vaz, the first Asian MP to be elected to British parliament.
The Moscow-born Noor Khan, a descendant of Tipu Sultan, was a British secret agent who was sent to Nazi-occupied France as a radio operator.
Widely acknowledged as an extraordinarily brave woman, Noor Khan landed in French territory in June 1943 but was betrayed and arrested in October that year.
A British Special Operations Executive Agent, she was the first female radio operator to be sent to occupied France to provide aid to the French resistance.
Known as Nora Baker among the resistance fighters, Noor Khan refused to reveal any secrets to the Germans. She also escaped once from jail but was re-arrested and classified as a dangerous prisoner.
In September 1944, when she was only 30, the Germans, who had moved her into a concentration camp, shot her dead. She was posthumously awarded the George Cross for her bravery.
The memorial for Noor Khan will come up at Gordon Square in London in 2012. It will be sculpted by well known artist Karen Newman. It will also be the first statue of an Asian woman in Britain.
"We are delighted that Anoushka Shankar has so graciously accepted to perform for Noor Khan. It will be a meaningful tribute from one young Indian woman to another, " said Shrabani Basu, chairperson of the Noor Inayat Khan Memorial Trust.
"They may have lived decades apart, but they are a wonderful reflection of Indian women then and now: talented, brave and at the same time gentle and committed. "
The concert is being organised by the Noor Inayat Khan Memorial Trust in association with Culturepot Global.