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The letter was sent three days after Christmas, thanking everyone who was responsible for organising her day.
In it she admitted to feeling “very large” after finishing the chocolates given to her by staff at her London flat.
She wrote: “Dear all, just a quick note to say an enormous thank you for all you organised and did over Christmas.
“As for that delicious box of chocolates, I have helped finish them off and now feel very large!”
The letter is dated December 28 and includes Diana’s phone number and address at the time, which was 60 Coleherne Court, London.
The Knightsbridge flat was given to her by her parents as a coming of age present in 1979 when she was 18. She lived in it with friends until February 1981 when she became engaged to Prince Charles.
The letter will go under the hammer in Las Vegas on Saturday.
The vendor is the original recipient of the message.
Martin Nolan, of Julien’s Auctions of Beverly Hills, said: “Anything to do with Princess Diana is highly collectable because there are so few items out there.
“There’s a real clamour for anything Diana related, especially in the US where people can’t get enough of her. “This letter comes directly from the recipient and has really great providence.
“It offers a unique insight into the future Princess’s humility and normality. Everyone can relate to eating too much chocolate and hating yourself afterwards.
“It is in great condition and could go to a collector or even a museum.
“The vendor has kept the letter for several years but with so much royal coverage at the moment they have decided the time is right to part with it.”
Diana’s secret struggle with bulimia is said to have begun in 1981.
In a Channel 4 documentary, she spoke of developing the eating disorder from the stress of being pregnant with her first son William at the same time as she discovered Charles was having an affair with Camilla Parker Bowles.
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