Naked will work with other roster agencies, including Fallon and OMD Europe, to introduce innovation to Sony's advertising and marketing.
The agency has been appointed by David Patton, the senior vice-president of communications at Sony Europe. Naked had worked with Patton on Sony PlayStation communications when he was the vice-president of marketing for Sony Computer Entertainment Europe.
One of Naked's first tasks is to organise a series of planning workshops for agencies and Sony to take place throughout 2006. Projects for individual Sony divisions are expected to follow.
Naked's main role is to find new ways to bring Sony's entertainment products closer to its customers under Sony's "like no other" campaign banner.
Patton said: "We felt the time was right to introduce Naked as a part of our partner line-up. Their brief is to inject fresh thinking in order to keep us relevant and top of mind in an increasingly complex media environment."
Naked is expected to work across Sony's music, pictures, games and online businesses. Sony's European sales were EUR12 billion for the year ending 31 March.