The letter to his friend Lord Beaverbrook, then the publisher of the Daily Express and Sunday Express, was written three years after the Duke, as Edward VIII, had abdicated in order to marry US divorcee Wallis Simpson and moved to France.
His younger brother Bertie acceded to the throne as George VI in his place.
The letter revealed how he vented his fury at an item in the gossip column Londonerâ€™s Log on March 12, 1939.
The story was actually supportive of the Duke and even contained a thinly veiled swipe at the two women he saw as his enemies â€“ his sister-in-law Queen Elizabeth, who later became the Queen Mother, and his own mother, Queen Mary.
But the Duke objected to lines saying that he had chosen to live in exile and would not come back until the Duchess was given the title Her Royal Highness.
His letter claimed his exile from England was all but forced upon him.
He wrote: â€śI have not lived out of England for over two years by preference.
â€śI have remained away out of deference to my brother in order to leave the field clear for him to establish himself on the throne, which he has succeeded in doing.â€ť
Dispelling claims that he had set conditions for his return, he added: â€śI have never made any such announcement nor would I ever set conditions upon my return to England.â€ť
The Duke asked Beaverbrook to correct the â€śfalse impression as soon as and in whatever form you judge to be consistent with good timing and dignityâ€ť.
The letter was part of Beaverbrookâ€™s archive which was sold following his death in 1964.
It is now being sold by an anonymous private collector though Nottingham-based International Autograph Auctions.
Spokesman Richard Davie said the letter and the marriage of Prince Harry to US divorcee Meghan Markle highlighted how much the Royal Family had changed.