She married morganatically (for him), on 26 February 1891, Grand Duke Michael Mikhailovich of Russia, grandson of Nicholas I of Russia, in secret at Sanremo, Italy. Michael and Sophie were related, as her father Prince Nikolaus was Grand Duke's third cousin. They had met in Nice and instantly fell in love. When his mother heard of the secret marriage to a bride of unequal status, she collapsed and fell ill, then subsequently died of a heart attack in Kharkov. He was blamed for her death and was forbidden to attend the funeral. Grand Duke Michael was denied his military rank and was sent into exile.[2]
Sophia was created Countess de Torby in 1891 by her uncle, Adolphe, Grand Duke of Luxembourg. The title was extended to all three of her children.
She and her husband lived at Kenwood House in Hampstead, London, prior to World War I. However, the Russian Revolution reduced the Grand Duke's finances. Despite their reduced circumstances, they were friends of King George V and Queen Mary, and they continued to attend society events.
Sophie died in London on 13 September 1927, aged 59, and was buried at Hampstead Cemetery. Grand Duke Michael contracted influenza and died in London on 26 April 1929, aged 67. He was buried alongside his wife.[4]
^ abC. Arnold McNaughton, The Book of Kings: A Royal Genealogy, in 3 vols. (London, U.K.: Garnstone Press, 1973), vol. 1, p. 153. Hereinafter cited as The Book of Kings.