She was the daughter of Frederick I, Duke of Saxe-Gotha-Altenburg (1646–1691) and Magdalena Sibylle, Duchess of Saxe-Weissenfels (1648–1680).

Her father was a fourth-generation descendant of John Frederick, Elector of Saxony in direct male line. He was also a fourth-generation descendant of his wife Sybille of Cleves who was daughter of John III, Duke of Cleves and older sister of both Anne of Cleves and Wilhelm, Duke of Jülich-Cleves-Berg.

The Elector was father to John William, Duke of Saxe-Weimar (1530–1573). He married Dorothea Susanne of Simmern, a daughter of Frederick III, Elector Palatine.

They were parents to John II, Duke of Saxe-Weimar (1570–1605). He married Dorothea Maria of Anhalt, a granddaughter of Christoph, Duke of Württemberg and great-granddaughter of Ulrich, Duke of Württemberg.

John and Dorothea Maria were parents to Ernst I, Duke of Saxe Coburg. He married his cousin Elisabeth Sophie of Saxe-Altenburg. As a result, their son Frederick I inherited both Duchies as the Duke of Saxe-Gotha-Altenburg in 1675.

She married Louis Frederick I, Prince of Schwarzburg-Rudolstadt (15 October 1667- 24 June 1718). They had the following children:

• Frederick Anton
• Amalie Magdalene
• Sophie Louise
• Sophie Juliane
• William Louis
• Christiane Dorothea
• Albert Anton
• Emilie Juliane
• Anna Sophie
• Dorothea Sophie
• Louise Friederike
• Magdalene Sibylle
• Louis Günther II

Via her eponymous daughter, Anna Sophie was an ancestor of both Queen Victoria and Prince Albert and their cousins Carlota of Mexico and Leopold II of Belgium