The tech giant is holding talks with agencies regarding a range of briefs surrounding the promotion of its consoles and the launch of new games.
Meetings have been held with a number of shops over the past few weeks, and a pitch process is expected to take place later in the summer.
The successful agency will secure a place on the Sony Computer Entertainment European roster, which already includes a number of agencies, including TBWA\London, Agency Republic, Adam & Eve, Grand Union and Iris Worldwide.
The review comes at a testing time for Sony, after it was confirmed earlier this year that hackers had stolen data, including credit card details, from around 100 million users on its PlayStation Network.
Meanwhile the company has also seen its new PlayStation Vita handheld games device – which was revealed at the E3 event in Los Angeles earlier this month – face criticism from some quarters for being too expensive.
Sony is understood to be investing heavily in digital and social media activity this year, particularly in the UK. Last month the company launched a review of its social media business, and has shortlisted BBH Labs, Cake, Now and We are Social to pitch for the account.