The Jan. 24, 1925, deposition, to be auctioned next month as part of an "American Gangsters, Outlaws and Lawman" collection, is signed by "Alphonse Capone" on each of its four pages.
The deposition was about the attempted assassination of Capone mentor John "Papa Johnny" Torrio, who ran a crime syndicate known as the Chicago Outfit -- also known as the Chicago Syndicate, Chicago Mafia, Chicago Mob, or simply the Outfit.
The attempted assassination occurred during a brutal gangland war between the Outfit and the arch rival Irish-American North Side Gang, also known as the North Side Mob, after North Side boss Dion O'Banion was killed by the Outfit.
Torrio was shot in front of his home while unloading packages from his car with his wife.
Capone, Torrio's protege and right-hand man, told Chicago police he knew nothing about the shooting, the deposition states.
"Would you tell us if you did know who did it?" police asked.
"No, I value my life too much to tell if I did know," Capone said.
The Sept. 30 auction in Nashua, N.H., will also feature a musical manuscript Capone composed for his spiritual counselor at the then-new Alcatraz federal prison on an island off San Francisco in the 1930s, the RR Auction Web site indicates.
It will additionally have .38-caliber revolvers retrieved after Depression-era outlaws Bonnie Parker and Clyde Barrow were gunned down in 1934 and the 1934 death mask of bank robber John Dillinger, the Web site says.