Located in Selfridges' Oxford Street store, the 2,000sq ft retail space will open on May 26.
A Wonder Bar will open at the same time, featuring a self-serve wine jukebox with more than 50 types of wine available by the glass.
There will also be table service from a team of expert wine waiters, headed by Selfridges' new sommelier Dawn Davies, who previously worked as head ≠sommelier in The Ledbury restaurant in London's Notting Hill.
The shop and bar are the first two elements of the project, with a third - the Wonder Room - scheduled to open in early autumn. The room will sell luxury items including jewellery, watches and gifts.
Senior wine buyer Andrew Willy, who has changed his surname to Hawes, left Selfridge s at the end of 2006 and has been appointed general manager of McKinley Vintners. "After a career buying and selling wine in a retail environment I relish this new opportunity to gain a broader view of the wine trade and take responsibility for running a company," he said.