The crooked cane was one of the sticks famously used by Portobello-born Sir Harry as performance props in the early 1900s.
The stick will go under the hammer at Lyon & Turnbull’s sale of Scottish silver and applied arts tomorrow.
A spokesman said: “He was hugely popular both in the variety theatres and in pantomime and, as a result of his work in the First World War, he was knighted in 1919.”
Sir Harry, born in 1870, was one of the first international superstars in the world of entertainment.
Once the highest-paid performer in the world, he was also the first British artist to sell over one million records.