The former WBA heavyweight champion wants to star in action films to keep himself occupied and maintain his physical condition.
"Once you don't have any drive, focus or desire that's when I assume you start spiralling downhill so the acting will be something new for me. I want to go into action films. I am looking forward to it," said the 31-year-old.
"The next phase for me is trying to become the best possible actor I can be and taking the same sort of philosophy and mindset I had in the ring into the acting world.
"It will be a good way for me to keep training as well. My whole life I have been in good condition so I just have to keep that up."
Haye lost his WBA belt to Wladimir Klitschko in early July and made no further appearances in the ring before his announcement yesterday.