The exhibition coincides with activities at Holyrood showcasing Dunfermline-born Carnegie's international legacy.
Eric Shiner, director of the Warhol museum, said the items will show the "full gamut" of the pop artist's life and work.
"Some are very recognisable while others will give the British public an opportunity to learn more about Warhol's approach to art and life," he said.
"We are delighted to be sharing some of our permanent collection. It may be the only opportunity some people in the UK will have to see an original Warhol."
It was made possible by an agreement made in the US by Holyrood Presiding Officer Tricia Marwick, the museum and the Carnegie Trust.
"It is a unique opportunity to view Warhol's works as they explore the role of power and politics in modern life, within the home of debate in Scotland, our Parliament," Marwick said.
"As a graduate of Carnegie Mellon University, Andy Warhol benefited personally from Andrew Carnegie's legacy.
"It is therefore fitting that this exhibition will form part of a series of activities to mark Andrew Carnegie's international legacy at Holyrood.
"As well as learning more about the work of Warhol, visitors can learn about the life of Andrew Carnegie and how his philanthropy has inspired generations on both sides of the Atlantic.
"I hope as many people as possible will visit Holyrood to enjoy the exhibition, both those from Scotland and from further afield," she said.
Carnegie UK Trust chairman Angus Hogg said: "Andrew Carnegie envisioned a world of peace, well-being and opportunity and Carnegie foundations around the globe have invested more than 100 years and billions of pounds and dollars in the physical, social, cultural and intellectual infrastructure of society. We have a long history of promoting access to arts and culture.
"The focus of our festival of events will be on the emerging challenges of the 21st century and the role of philanthropy in modern society.
"The Carnegie institutions of today address the real issues facing the communities where they operate and our international festival will celebrate philanthropic efforts across the globe."
- AAP