Princess Wilhelmina Caroline was born on 10 July 1747 at Christiansborg Palace, the recently completed principal residence of the Danish Monarchy on the island of Slotsholmen in central Copenhagen.

[2] The following year, her father married Duchess Juliana Maria of Brunswick-Wolfenbüttel, who gave birth to Wilhelmina Caroline's half-brother, Prince Frederick in 1753.

One month after their wedding, they left Denmark and settled in the county of Hanau-Münzenberg which had been separated from the landgraviate of Hesse-Kassel and assigned to William.

Wilhelmina Caroline herself was described as beautiful, distant, kind and sympathetic: in 1804, she still spoke Danish without accent and had a strong attachment to her birth country.

Her spouse and son fled to her brother-in-law Charles of Hesse in Schleswig, but she remained until a French governor was installed, after which she moved to her daughter Amalie in Gotha.