She was born in Knudstrup, as the youngest of ten children, to Otte Brahe rigsråd, or advisor to the King of Denmark; and Beate Bille Brahe, leader of the royal household for Queen Sophie.
On 21 July 1587, King Frederick II of Denmark signed a document transferring to Sophia Brahe title of Årup farm in what is now Sweden (Svensson, et al.).