The boyband said they were shocked that they landed the group, as they grew up listening to their albums.
Pet Shop Boys stars Neil Tennant and Chris Lowe will be performing a 40-minute show of their own before Take That take to the stage each night later this year.
In a statement the band said: 'We are delighted to accept Take That's invitation to be part of their Progress show and tour, which is undoubtedly going to be one of the most exciting events of 2011.'
Take That's Robbie Williams said: 'I'm a huge Pet Shop Boys fan so it will be an absolute joy to watch them every night.'