The exhibition will be a rare opportunity to view the work of Grimshaw, who is also president of the Royal Academy of Arts and was a student of the college between 1959 and 1962.
He said: "I remember my time at the Edinburgh College of Art with great affection and found the course rigorous and wide-ranging. I learned a lot about structures and construction details and I was taught to weld and took part in life drawing classes."
The free exhibition will feature 62 of Grimshaw's A4 sketchbooks, dating from 1982 to 2007, housed in bespoke display cases.
An accompanying film will reveal the importance of drawing in the development of his ideas, while photographs and architectural models of realised projects will allow visitors to relate the sketches to completed buildings.
Projects on display will include some of the architect's best known projects, including the Eden Project, in Cornwall; the International Terminal at Waterloo Station, London; and the Financial Times Print Works, in London.
The Sketchbooks of Sir Nicholas Grimshaw runs from 1 to 12 March in the Sculpture Court, Edinburgh College of Art, Lauriston Place.