The auction, which will take place in Hong Kong, includes around 5,000 bottles of wine from the Scotsman, as well as selections of signed memorabilia.
According to auction house Christie's, a pre-sale estimated value of £3m has been set for Ferguson's collection, which he began back in 1991 during a visit to France.
"Taking an interest in wine allowed me to have an interest outside the game," said Ferguson. "You have to have outside interests to distract you from the intensity and the pressure you come under as a football manager."
Ferguson retired after 27 years in charge at Old Trafford last summer.