She was the daughter of King Gustav IV Adolf of Sweden and his wife, Frederica of Baden.

After her birth, she was raised under the supervision of the royal governesses Hedvig Ulrika De la Gardie and Charlotte Stierneld in succession.

Between the time of the coup which deposed her father, and leaving Sweden, she and her mother were under house arrest.

During this period, she was described in the famous diary of Hedwig Elizabeth Charlotte of Holstein-Gottorp as a stubborn girl who was much more haughty and possessed less self-control than her brother Gustav.

When Fredrika and her children were given permission to join the deposed king, famous Swedish nobleman Axel von Fersen came to discuss the arrangements.

"[1] In 1815, she was engaged, and on 25 July 1819 in Karlsruhe, Sophie married her half-grand-uncle Prince Leopold of Baden, the son of a morganatic marriage.

Sophie retained a certain bitterness over the deposition of her father, and took it very badly when her brother was deprived of his status as a Swedish prince.

The meeting was a success: Sophie asked him about how the Stockholm of her childhood had changed, and when they left, she presented the couple with a gift to their son prince Gustaf, a medallion with the inscription "G" and the crown of the Swedish Crown Prince, because he had the same name as her brother.

In 1864, Sophie was interviewed by an unnamed Swedish writer, an interview which was published in her biography about famous Swedish women by Wilhelmina Stålberg (who was likely the unnamed writer in question): Her palace was placed in a little park and had the appearance of a beautiful private residence rather than a royal palace.

She soon entered with light, bearely audible steps, a gracious figure who arrived with open arms to embrace and kiss me.