Sophia Duleep Singh was the fifth child of six children of the Maharaja Duleep Singh. Her father became the Maharaja of Punjab in 1843 when he was aged just five years old, but the Punjab was subsequently annexed in 1849. The Maharaja, of Sikh background, converted to Christianity and eventually settled in England, becoming a naturalized British citizen and receiving a British pension. Sophia's mother, Bamba Müller, came from German and Ethiopian ancestry. The family settled in Elveden Hall in Norfolk where Sophia was born in 1876. In 1896, Queen Victoria gave Sophia 'Faraday House' in Hampton Court as a 'grace and favour' home, and it is here that she lived for most of her adult life. Sophia was a keen cyclist and fond of her three dogs - she showed her pets at Ladies Kennel Association shows.

Sophia was highly involved in the patronage of Indians in Britain, such as in the establishment of the Lascars' Club in the East End of London. Her main focus of activity, however, was in the women's suffrage movement. She had joined the Women's Social and Political Union at the home of Una Dugdale and became an active campaigner at the Richmond, Surrey, branch of the WSPU. On 18 November 1910, she took part in the first deputation to the House of Commons, 'Black Friday', with Emmeline Pankhurst, Elizabeth Garrett Anderson and others. Sophia joined the Tax Resistance League (WTRL). She refused to pay taxes on the principle that women should not have to pay taxes when they did not have the vote to determine the use of those taxes. This stance led to various fines where jewellery was impounded but then bought back in auction by members of the WTRL. These actions created a high profile stand for the women's movement.

Sophia was also involved in bringing attention to the contribution of Indian soldiers in the First World War. Sophia visited wounded Indian soldiers in Brighton. She organized Flag Days to raise money for wounded soldiers - the first of which was on 19 October 1916 at Haymarket - where British and Indian women sold Indian flags decorated with elephants, stars or other objects. Sophia also entertained Indian soldiers who were part of a peace contingent at her home in Hampton Court in September 1919. Sophia joined the Suffragette Fellowship after World War One and remained a fellow until her death. During the Second World War, Sophia evacuated London and her home in Hampton Court to live in the village of Penn in Buckinghamshire, in a bungalow named 'Rathenrae'.