In 2017, the Event Horizon Telescope (EHT) Collaboration succeeded in capturing the first direct image of Sgr A. To support the physical interpretation and modelling, the EHT Collaboration partnered with several international facilities in space and on the ground, to arrange an extensive, quasi-simultaneous multi-wavelength (MWL) campaign. We release the processed data from MWL observations of Sgr A in easily downloadable formats, as a legacy product of the EHT 2017 campaign on Sgr A. In the paper associated with this data release, The Event Horizon Telescope Collaboration et al. (2022b), we present a simultaneous, MWL spectral energy distribution (SED) of Sgr A. In addition to the MWL SED as a machine-readable table, we release the X-ray light curves observed during the campaign, intermediate data products of the X-ray analysis, and sampled posteriors of X-ray model parameters. A brief description of MWL observations and data processing is provided within the repository with further details presented in the associated paper. Please cite both the paper and the repository if using these data products in your publication.