The Please Don't Go campaign will provide a platform for people in England, Wales and Northern Ireland who do not want Scotland to leave the UK.
It will be launched with a one-off gig hosted by Izzard in Edinburgh on April 4.
A day later, Yes campaigners will hold their own comedy event in the capital. The Yes Comedy and Ceilidh features broadcaster and comedian Hardeep Singh Kohli.
Izzard said: "I won't have a vote in the Scottish referendum. What I do have is a view and a voice.
"I totally respect that this will be a decision for the Scottish people but I admire Scotland far too much to not say anything about how I feel."
He added: "I think most people across the UK would feel a deep sense of loss if Scotland left. Opinion polls in Scotland and elsewhere in the UK show a majority of people want the UK to stay together.
"It has always been possible to feel British while being proudly Scottish, Welsh or English. Today our country embraces Mo Farah, a Somali-born distance runner as a British Olympic hero without a second thought. I found our country could even support a far-slower marathon-running transvestite comedian, who was born in Yemen."