| Princess Sophie of Luxembourg | |
| Full Name: | French: Sophie Caroline Marie Wilhelmine |
| Spouse: | Prince Ernst Heinrich of Saxony |
| House: | House of Nassau-Weilburg House of Wettin |
| Father: | William IV, Grand Duke of Luxembourg |
| Mother: | Infanta Marie Anne of Portugal |
| Birth Date: | 14 February 1902 |
| Birth Place: | Berg Castle, Colmar-Berg, Luxembourg |
| Death Place: | Munich, Bavaria, Nazi Germany |
| Burial Place: | Katholische Hofkirche, Dresden, Saxony, Germany |
Princess Sophie Caroline Marie Wilhelmine of Luxembourg (14 February 1902 - 24 May 1941) was the sixth and youngest daughter of Grand Duke William IV and his wife, Infanta Marie Anne of Portugal.
Sophie was born in Berg Castle, Colmar-Berg, Luxembourg. Two of Sophie's elder sisters reigned as grand duchesses of Luxembourg: Marie-Adélaïde and Charlotte.
Sophie married Prince Ernst Heinrich of Saxony, youngest son of the last Saxon monarch Frederick Augustus III and his wife Archduchess Luise of Austria, Princess of Tuscany, on 12 April 1921 at Schloss Hohenburg. Sophie and Ernst Heinrich had three sons:
Sophie died on 24 May 1941 at age 39 in Munich of pneumonia. Following her death, Ernst Heinrich married secondly and morganatically to Virginia Dulon on 28 June 1947 in Paris.