Steve Carell is leaving his role as boss Michael Scott at the end of the latest US season.
And Arrested Development star Arnett, 40, is one of a number of actors tipped to replace him on the show and his cameo slot has fuelled rumours that he will become a full-time cast member.
According to Entertainment Weekly, NBC has confirmed that Ricky will also star in Carell's last episode.
The 49-year-old made an appearance earlier in the series, playing his UK Office character David Brent.
The Office season finale will air on in the US on May 19.