He was the fourth but second surviving son of Wilhelm, Duke of Saxe-Weimar and Eleonore Dorothea of Anhalt-Dessau.

Subsequently, in 1656 entered the service of King Charles X Gustav of Sweden (who was at that time engaged in the Northern Wars against Poland) as a colonel, where Adolf was characterised by his courage and bravery.

In 1661, he traveled again to Sweden, and King Charles Gustav offered him the rank of major general of the infantry with a pay of 2000 talents; Adolf declined.

When his father died (1662) Adolf, with his older brother Johann Ernst, divided the paternal estates.

They had five children: Adolf lost all his sons shortly after birth, and his widow was pregnant with their fifth child at the time of his death.