The presenter said the mix-up happened during a recent house move.
"Some of the stuff goes in boxes to stay and some to go," he told listeners to his BBC Radio 2 show.
"We took all the pictures down. In one of the boxes to go was a Damien Hirst print signed by Damien Hirst."
Evans, who is moving in with new wife Natasha Shishmanian, said he thought he had tracked the print down to one of two charity shops in Surrey.