The model, 42, will appear in the reality show alongside four fellow American-born women and two English ladies and will feature posh dinner parties, exclusive parties, catfights and very glamorous outfits.
Think Made In Chelsea, but on a MUCH grander scale...
Blonde beauty Caprice, who is mum to two babies born weeks apart (one by a surrogate), is seven months pregnant in the first episode.
Fellow stars include brash yank Juliet Angus, a fashion PR, exclusive nightclub owner Marissa Hermer, yoga instructor Lady Julie Montagu and TV presenter Noelle Rene.
London-born Caroline Stanbury, who is rumoured to have dated Prince Andrew, Hugh Grant and Ryan Giggs, also stars, along with fellow Brit and former model Annabelle Neilson.
Anabelle was born into an aristocratic family and is divorced from billionaire Nathaniel Rothschild. She is also good friends with Kate Moss and was said to be fashion designer Alexander McQueen's muse.
The TV show is due to kick off on American channel Bravo in June and, as of yet, it has not been confirmed whether it will ever be shown in the UK.
We can't decide whether we want to see Ladies Of London or whether it'll annoy the hell out of us!