Hornby, the award-winning writer of books such as High Fidelity and About a Boy, is to appear in an on-stage interview on 17 June. He adapted the screenplay of Fever Pitch, his memoir, himself.
Cave is to join the line-up of the Irregular event, run jointly by Canongate books, reading from his bestseller The Death of Bunny Munro.
A third event added to the programme yesterday is the UK premiere of Count Down to Zero, a documentary on the global nuclear arms race. Made by film-maker Lucy Walker, it was recently screened by Hillary Clinton for senior White House staff.
Tickets for the events have gone on sale.
The EIFF artistic director, Hannah McGill, said: "We're thrilled by these late additions."
She said Nick Hornby's event was "a great coming-together of literature and film" with one of Britain's most respected and popular writers of both novels and screenplays.
Australian singer and song-writer Cave "has been a hero of mine for a good half of my life, and I could not be more excited that he's coming."