Harris has previously granted interviews to CNN and CBS' “60 Minutes,” as well as friendly venues including ABC's “The View” and Howard Stern's radio show.
Most of the interviews came within the past two weeks, representing a shift from her decision not to talk more with the media earlier in her campaign.
The Fox News interview is slated to air at 6 p.m. ET on Wednesday. Baier is Fox News' chief political anchor and one of the few prominent people on the network whose identity isn't associated with conservative commentary.
After facing criticism earlier in her candidacy about avoiding interviews, Harris has tried to turn the tables on Republican nominee Donald Trump. On Sunday in Greenville, N.C., Harris criticized him for not releasing his medical records and for refusing a "60 Minutes" interview.
“It makes you wonder: Why does his staff want him to hide away?" she said. "One must question: Are they afraid that people will see that he is too weak and unstable to lead America? Is that what’s going on?”