Lyuksemburg (Russian: Люксембу́рг; lit. Luxembourg) is a rural locality (a selo) in Babayurtovsky District of the Republic of Dagestan, Russia.
It was founded in 1900 by Caucasus Germans as a colony originally named Romanovka (Russian: Романовка). It was given its present name in the 1930s, after Rosa Luxemburg. In 1941, the Germans were deported from Lyuksemburg. As of 2007, only two families have been identified as Germans.