Lewinsky, now 39, became an unlikely celebrity when her sexual relationship with married U.S. President Bill Clinton from 1995-97 came to light in 1998.
Among the items being auctioned online are Lewinsky's black negligee, a letter signed by Clinton and boxes of presidential M&Ms, the auction house said.
NBC News said the collection was handed over by Lewinsky's other former married beau, Andy Bleiler, to special prosecutor Kenneth Starr during his investigation of Lewinsky's relationship with Clinton.
Clinton was impeached in 1998 by the House of Representatives on perjury and obstruction of justice charges related to his coverup of his affair with Lewinsky, but he was later acquitted by the U.S. Senate.
The items are expected to sell for between $25,000 and $50,000 when bidding concludes Thursday, the auction house told NBC News.