  Direct CP asymmetries and the CP violating normal polarization of lepton in
inclusive decay B \to X_s l^+ l^- are investigated in minimal supergravity
model with CP violating phases. The contributions coming from exchanging
neutral Higgs bosons are included. It is shown that the direct CP violation in
branching ratio, A_{CP}^1, is of {\cal{O}}(10^{-3}) for l=e, \mu, \tau. The CP
violating normal polarization for l=\mu can reach 0.5 percent when tan\beta is
large (say, 36). For l=\tau and in the case of large \tan\beta, the direct CP
violation in backward-forward asymmetry, A_{CP}^2, can reach one percent, the
normal polarization of \tau can be as large as a few percent, and both are
sensitive to the two CP violating phases, \phi_\mu and \phi_{A_0}, and
consequently it could be possible to observe them (in particular, the normal
polarization of \tau) in the future B factories.
