As mentioned, less than 500k according to this:

The 10 worst selling handhelds of all time.

eleased in 1989, the Atari Lynx was the first commercially available color handheld to market. It featured a backlit display, a switchable ambidextrous layout by turning the unit upside down, local networking of up to 17 other systems, and it was the first system to support sprite zooming for pseudo-3D graphics. Though available in the US for five lackluster years, the rarely owned Lynx never caught on due to its high $189 launch price, poor distribution, limited 3 hour battery life, cumbersome design, and some of the worst games this side of the Pacific. Atari dropped the Lynx like a bag of dirt in 1994 to focus on the soon-to-fail Jaguar.


Wow ,this must be the more biased vision ever.
I dont believe it,if the machine was 5 full years in stores (and in fact in 1995 there were still releases as The Guardians ,Raiden,Strider II and Ninja Gaiden III)I doubt it only sold 500K worlwide.Its practically impossible,it should have sold only 5K weekly worlwide and not having any boost in holidays ,let alone the launch and the launch of the Lynx II.
The Lynx had its issues ,but it had a lot of good games too.Toki ,Blue Lighting ,Shadow of the Beast ,Desert Strike ,Double Dragon ,Zarlor Mercenary ,Jim Courier Tennis ,California Games ,Chequered Flag ,Shadow Fighters,Slime World,Bits Challenge ,Klax ,Swichtblade II ,Lemmings,Battlecars ,Warbirds ,Ramparts ,Rygar ,Guardians:Storm over Doria ,Awesome Golf ,Batman Returns ,Ninja Gaiden III ,Steel Talons,Super Skweek ...to name but a few .