Two swimmers, both men, represented Luxembourg in 1920. It was the nation's debut in the sport. Neither of the swimmers advanced past the quarterfinals.
Seven athletes represented Luxembourg in 1920. It was the nation's third appearance in athletics, having competed in the sport each time Luxembourg had appeared at the Olympics. The country's best result of the Games was a sixth-place finish in the 4x100 relay.
A single cyclist represented Luxembourg in 1920. It was the nation's debut in the sport. Majérus did not advance past the initial heats in the sprint event, and did not finish the 50 kilometres.
Three weightlifters represented Luxembourg in 1920. It was the nation's debut in the sport. Alzin won the country's first medal in the sport, a silver in the heavyweight.