Bruce died in 1973 at the age of 32 from a brain edema, and letters written to his friend and fellow actor Robert Baker before his death revealed his reported dependence on drugs.
The letters appear to reveal that Baker supplied Lee with drugs - including cocaine, LSD and cannabis - from 1969 until his untimely death.
They were discovered at a flea market and are being sold through Heritage Auctions in Dallas, who have authenticated the letters.
A spokesman for Heritage Auctions said: "Bruce Lee is the most influential martial artist of all time and a pop culture icon of the 20th century, and these letters show he kept an explosive secret."
There are a number of handwritten letters from Bruce to Baker - who died aged 52 in 1993 - in the auction, with one showing Bruce asking for coke which he implied would help him prepare for an upcoming movie.
He wrote: "Stoned as hell, but am working on the up-coming character...Some coke would help..."
In another letter, he wrote: "Coke (in large amount)," "Acid (in fair amount)" and "Hash or Grass," along with an enquiry about "psilocybin", also known as magic mushrooms.
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There repeated orders of "C," "coke" and "Coca-Cola" in the letters, along with "holy stuff," "super duper," "M pills", "H oil" and others. Many of the letters used Bruce's personal Jeet Kune Do letterhead stationeries and in 1970, there was a reference to quitting drugs.
Referencing his wife Linda, Bruce wrote: "I told Linda to call you to forget about the 'stuff' because I really don't need them in my training. I feel that I have 'gained' in trying them, but excessive indulgence of them just isn't in my road in Jeet Kune Do."
However, in 1972, when he left the US and moved to Hong Kong, there was a request for "advice on the possibility of shipping some coke to me".