He did get one bid at his first asking price of $15,000, but it turned out to be from a child playing on a computer.
Key bought the museum on eBay last year for more than $8,000. He says military duties will keep him away from home and he can't operate it.
The collection includes photos, books, FBI files, DNA reports and other memorabilia that aim to support the theory that Elvis Presley never died.
Bill Beeny, a Baptist minister who started the museum in 1990, says he has no plans to buy it back.