The firm has partnered with Laithwaites, the world's leading home-delivery wine merchant, to offer members more than 1500 wines.
Air Miles customers automatically become a member of the club on their first purchase; they will receive monthly, personalised offers and 25 free miles for each 12-bottle case purchased. Other benefits will include a free wine guide and tasting notes.
The club will introduce special introductory offers each month to entice more consumers to join.
Nectar, the UK's biggest loyalty scheme, has a tie-up with Thresher, which allows customers to collect points on all alcohol purchases.
UK home consumption of wine was up nearly 24% year on year to September 2004, according to the Wine and Spirits Association.