The film stars Rosamund Pike as a woman who mysteriously vanishes, leaving her husband, played by Ben Affleck, as the prime suspect. Fincher directed from a script by Flynn, who makes her screenwriting debut.
Fincher previously opened the NYFF, which has become an important stop on the awards-season circuit, with "The Social Network" in 2010. That film went on to win three Oscars, on eight nominations. Last year's festival opener, "Captain Phillips," got six Oscar nominations.
Twentieth Century Fox, which will release "Gone Girl" on Oct. 3, has had a significant presence at the NYFF in recent years: "Life of Pi" opened the 2012 festival and got 11 Oscar nominations, winning four. Last year, "The Secret Life of Walter Mitty" screened in the fest's centerpiece spot, though it did not become an awards-season contender.
An official announcement about "Gone Girl" opening the festival is expected Thursday morning.
The 52nd New York Film Festival runs Sept. 26-Oct. 12.
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