The 31-year-old, who made her Bollywood debut with "Jism 2", will perform at Hotel Lalit, Barakhamba road, Dec 31, reads a statement.
"This is Sunny Leone's first live dance performance in India. We are looking forward to Studio 169's red carpet party, and we hope to make it India's grandest New Year's Eve," said Shilpi Gupta, owner and stylist of Studio 169, the fashion studio, who is organising the event.
The extravaganza also includes dance performances by some international dancers and live music, foot-tapping music by DJ Kary, the first female DJ of India.
Sunny will next be seen in Ekta Kapoor's "Ragini MMS 2", which is the sequel to 2011 film "Ragini MMS".