The wines, which are expected to fetch a total of more than £3 million, will be offered at sales in Hong Kong on May 24, London on June 5 and online only from June 9 to June 23, auction house Christie's said.
The collection features many fine and rare wines including Domaine de la Romanee-Conti Burgundies and many Finest First Growth Bordeaux, ranging in vintages from 1986 (the year he was appointed manager at Manchester United) to 2011.
Alongside some of the wines in the Hong Kong and London auctions, Christie's will also be offering select pieces of signed footballing memorabilia.
Sir Alex is known for his good taste in wine - when still in charge at Old Trafford, he was said to enjoy a post-match glass with even the fiercest of rivals.
He said: "I am pleased to be working with Christie's to share one of my life's pleasures. My interest in wine began during a scouting trip in France and, over time, my enjoyment of discovery and collecting grew.
"The importance of collecting wine was that it served as a distraction and gave me a balance in my life that helped me in dealing with the intensity and demands required of me as the manager of Manchester United.
"In retirement, I now have the time to visit the places and people that will feed my passion, so I felt it made sense to release a large number of the wines I had collected over the years. I hope many will enjoy exploring my collection."
David Elswood, head of wine, Christie's, said: "While Sir Alex Ferguson's reputation and standing in football is renowned the world over, we are thrilled at Christie's to be able to showcase his exceptional taste in fine wine.
"This collection includes a roll-call of impressive wines, including one of the most comprehensive groups of Domaine de la Romanee-Conti that we have ever offered at auction.
"It is remarkable to see that Sir Alex's talent of picking quality players for the pitch also extends to picking sensational wines for the cellar."