Murphy told Entertainment Weekly that the cast is currently shooting the episode.
"I'm very proud of it," he said. "I think it's very satisfying and also deeply unsettling. It's both terrifyingly bleak and oddly uplifting."
Murphy continued: "I think when people see it, it will be clear what the second season will be about. I hope so anyway."
American Horror Story was renewed for a second season by FX at the end of October.
The first season continues on Wednesdays at 10pm on FX in the US and on Mondays at 10pm on FX in the UK.
> Read more TV news