Sophie was born at Zechlin castle, Rheinsberg, a daughter of the Elector of Brandenburg John George (1525–1598) by his second marriage with Sabina of Brandenburg-Ansbach (1548–1575), daughter of Margrave George of Brandenburg-Ansbach.
After the death of her husband, who died at age 31, Sophie, together with Duke Frederick William I of Saxe Weimar, became Regent of the Electorate for her eldest son.
After Christian I's death in 1591, she had the Calvinist Chancellor Nikolaus Krell, an opponent of Lutheran orthodoxy, imprisoned at the Königstein Fortress, and in 1601 had him executed at the Dresden Neumarkt.
As a widow, Sophie lived in the so-called "Fraumutterhaus" in Dresden or in Castle Colditz.
She had her own gold coins ("Sophie ducats", Sophiendukaten) minted; she also had the old Franciscan church in Dresden again readied for divine service (1599–1610), which after her was called the Sophienkirche.