She was born in Weimar, the eldest child and only daughter of William Ernest, Grand Duke of Saxe-Weimar-Eisenach, by his second wife, Princess Feodora of Saxe-Meiningen.

Preparations for the wedding of Queen Wilhelmina of the Netherlands's only child Crown Princess Juliana to the German Prince Bernhard of Lippe-Biesterfeld were under way in 1937 when a small diplomatic scandal occurred.

The German Nazi government, apparently outraged that their flag was not used in festivities related to the wedding, refused to release the passports of Sophie, along with those of Bernard's cousins Princesses Sieglinde and Elizabeth zur Lippe.

[3] Though the passports were released, Sophie for unknown reasons revoked her acceptance and stated she could no longer attend the wedding at the last moment.

[8][9] Princess Sophie was replaced as bridesmaid by Baroness von Heeckeren van Kell, one of Juliana's ladies-in-waiting.