The 22-year-old singer was shot dead during the fan meet and greet session post her show.
The four part mini-series will be part of a "visual celebration of Side A," which is titled "The Ballad of Jessica Blue."
The videos- "Snow White," "Anybody's You," "Deception," and "Without Him"- tell a story about Jessica Blue and her journey to finding "her voice and her path in life only to find they are one in the same."
"Christina shot these videos back in February with about six hours of choreography and four days of filming before she left for the 'WildFire' tour.
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"Snow White" will be the first video to release on August 11, with subsequent releases each week until September 1.
The news of the mini-series comes shortly after Grimmie's autopsy report was completed.
According to the report, singer's cause of death was "gunshot wounds of head and chest" and the manner of death was a homicide.