She was a member of the British Royal Family, a great granddaughter of George II and niece of George III. Her father was Prince William Henry, Duke of Gloucester and Edinburgh, the third eldest son of The Prince Frederick, Prince of Wales. Her mother was the Duchess of Gloucester, the illegitimate daughter of Edward Walpole. As a great granddaughter in the male line of George II, Sophia was styled Her Highness Princess Sophia of Gloucester from birth. The princess was privately christened at Gloucester House on 26 June 1773, by Charles Moss, The Bishop of St David's. She had three godparents: The Duke of Cumberland, her paternal uncle; The Duchess of Cumberland, her aunt by marriage; and The Queen of Denmark and Norway, her paternal aunt.

She was a member of the British Royal Family, a great granddaughter of George II and niece of George III. Her father was Prince William Henry, Duke of Gloucester and Edinburgh, the third eldest son of The Prince Frederick, Prince of Wales. Her mother was the Duchess of Gloucester, the illegitimate daughter of Edward Walpole. As a great granddaughter in the male line of George II, Sophia was styled Her Highness Princess Sophia of Gloucester from birth. The princess was privately christened at Gloucester House on 26 June 1773, by Charles Moss, The Bishop of St David's. She had three godparents: The Duke of Cumberland, her paternal uncle; The Duchess of Cumberland, her aunt by marriage; and The Queen of Denmark and Norway, her paternal aunt.