Sveistrup devised the original Danish version of The Killing, which ran for three series and aired to great acclaim on BBC Four in the UK.
His new Cinemax project will be a bilingual action thriller, according to Broadcast.
"[Cinemax] like the tough, hard stuff, the action dramas, and we have Soren Sveistrup working on something," said Piv Bernth, producer of The Killing and head of drama at Danish broadcaster Dr.
The cable network's current original series include Alan Ball's Banshee, Sky co-production Strike Back and a new series based on the Transporter film franchise.
Sveistrup previously ruled out the possibility of reviving his former show The Killing for a fourth series.
"I'd hate it to just be another show - just another mass-produced show - ongoing and not really reflecting anything," he explained.
> Hunted not axed, Cinemax