Originally, Luxembourg's delegation consisted of the Schleck brothers, who were meant to participate in road cycling.

Five athletes had previously competed in the Olympic Games for Luxembourg, including swimmers Laurent Carnol and Raphaël Stacchiotti in 2008.

Five months before the 2012 Summer Olympics began, the Luxembourgish Olympic and Sporting Committee (COSL) was struck by the resignation of Deputy Head of Delegation and Chairman of the Technical Office Fernand Guth, after a disagreement with Head of Delegation Heinz Thews.

A few days later, President of the COSL Marc Theisen announced his resignation from his position after his law firm was threatened with prosecution by Luxembourg tax authorities.

[6] For the first time, the nation did not compete in the triathlon, and unlike in 2008, Luxembourg did not send athletes to the sailing or gymnastics.

[10] Jeff Henckels, aged 27, was the only representative of archery for Luxembourg in the 2012 Summer Olympics, after previously competing in the 2004 Games, where he finished in 56th overall position.

The top archers qualified by participating in the 2011 World Archery Championships, and achieving a high score.

[28] Luxembourg achieved ninth place in the 2011 UCI World Tour, but only qualified two men for the road cycling, based on the points of brothers Andy and Fränk Schleck.

[29][30] The Schleck brothers were initially planned to represent the country, but Andy withdrew after an injury, and was replaced by Laurent.

[33][34][35] For the female road cycling, the fifteen highest-ranking nations in the 2012 UCI World Tour qualified an athlete.

[40] The women's road race took place the following day, and it was planned for Majerus to finish in the top twenty.

[42] Luxembourg's delegation for the judo event consisted of Marie Muller, who also participated in the 2008 Summer Olympics.

However, she lost to Italian Rosalba Forciniti in the second repechage, so was unable to achieve a bronze medal.

Athletes were required to achieve a minimum score in the 2010 or 2011 ISSF World Shooting Championships, before their National Olympic Committee could appoint them to a team.

In the heat, he achieved a time of 1 minute and 1.46 seconds, placing him in twenty-sixth position, meaning that he was unable to advance in the event.

[59] In the 200 metre breaststroke, he achieved a time of 2 minutes 10.83 seconds, placing him in twelfth position, meaning that he could participate in the semi-finals.

[62] In the 200 metre individual medley, four days later, he posted a time of 2 minutes 0.38 seconds, placing him in seventeenth position, making him unable to advance to the later rounds.

[63] Luxembourg's delegation to the table tennis consisted of Ni Xialian, who had previously participated in the 2000 and 2008 Olympic games.

[67][68] Ni Xialian entered in the second round of the women's singles, and was against Ariel Hsing from the United States, ranked 115th in the world.