The performance, which will be showcasing best-loved songs as well as her upcoming album, will take place on Tuesday November 1 in the iconic venue.
The singer embarks on the UK-wide tour this Autumn after having to cancel original dates due to recording commitments for her upcoming fourth album.
Rebecca said: "I have been working on my new album and it is sounding great! I am so pleased with how it's all going. It's almost complete; I can't wait for you to hear it and to perform it live, as well as some of the material you already know and love.
"My new album is basically about being a woman. It's about a breakup, it's about being strong and being weak for somebody at the same time. It's an honest album that a lot of people will be able to relate to.
"Superwoman has songs about wanting love, like Hold Me, one of the most vulnerable songs on the album, and songs about being an independent woman, like Without A Woman. The theme of the album is empowerment."
The tour comes after the recent release of her third album, a remake of Billie Holiday's classic Lady Sings The Blues (2015).
Ms Ferguson explained that working on the album of cover songs was a learning experience, and greatly influenced her current work.
Rebecca said: "I learnt a lot from the writers, from the likes of Gershwin and also the many singers and orchestras I performed with whilst promoting the album. I learnt discipline and to lock in the melody first.
"I asked myself 'why have these standard songs lasted so long?' and 'what is it that makes them great?' and it always came back to melody.
"I keep learning every day. Billie's talent was her ability on stage to deliver every note with absolute determination and meaning and I hope that I can take that away from the Lady Sings The Blues album."
The UK tour covers 16 dates in total over two months, and comes to Wales, Scotland and across England, including dates in London and Surrey.
Rebecca said: "The tour will be fun. I want it to be a really good vibe and I want people to come and forget all of their troubles for one night. It's almost sold out now so I will hopefully add some more dates. I have a great band, it's going to be fun!
"We have a laugh, well, the team do! There is a lot of post-show partying, a lot of fun on stage and it never gets old! I have great memories from touring. And some funny stories… The team can be crazy! Amsterdam was the craziest... I won't say any more!"
Tickets to the show cost from £33.35.
London Palladium, 8 Argyll Street, Westminster , W1F 7TF - 0844 412 4655