The suits are thought to have been worn in films the Edinburgh-born James Bond star appeared in during the 1980s such as The Untouchables and either Five Days One Summer or Never Say Never Again.
A grey suit, made by Angels, Costumiers for the Entertainment Industry, will be auctioned by Lyon and Turnbull on Wednesday with an estimate of £600 – £800.
The other suit, cream in colour and made by Hayward, London, has an estimate of £700 – £900.
Lyon and Turnbull’s Rare Books, Manuscripts, Maps and Photographs sale also features a document with Mahatma Gandi’s fingerprints and a postcard, inscribed “last post from St Kilda”, sent just before the islands were evacuated in August 1930.
Cathy Marsden, rare manuscripts and books specialist at Edinburgh headquartered Lyon and Turnbull, said: “Our job involves a lot of research and we had great fun with the unusual task of trying to identify in which films in which Sir Sean Connery wore the suits.
“We have managed to narrow down the cream suit to either Five Days One Summer or Never Say Never Again and we think the grey suit might have featured in The Untouchables.”
The cream suit has “Sean Connery 21.7.82 16140″ printed on a Hayward label on the inside trouser pocket, while the grey suit has “Sean Connery Sept. 8” handwritten on an Angels label to a trouser pocket.