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Aniston will appear on the show's March 27 finale as Tina Harrod, a rival magazine editor to Cox's character, Lucy Spiller.
"We're shooting this Thursday – I can't wait," Cox told PEOPLE on Monday. "We'll have a ball. We're just going to have fun."
This appearance will mark the first time the friends will have been on a show together since Friends went off the air in 2004.
Just last week Cox said that Aniston had expressed interest in appearing on Dirt.
"Jennifer loves the show. She's already like, 'What am I going to do?" Cox said Tuesday at the Television Critics Association conference in Pasadena, Calif.
But one things the two real-life BFFs won't be doing – having a Friends reunion, said Cox. "It's too hard to get everyone together."
