Saxe-Coburg (German: Sachsen-Coburg) was a duchy held by the Ernestine branch of the Wettin dynasty in today's Bavaria, Germany.

When Henry IV, Count of Henneberg – Schleusingen, died in 1347, the possessions of the House of Henneberg – Schleusingen were divided between his widow, Jutta of Brandenburg-Salzwedel, and Henry's younger brother, John, and Jutta was given the so-called “neues Herrschaft” ("new lordship"), with Coburg among other properties. The death of Jutta six years later was followed by the division of the new Herrschaft amongst three of her daughters.

The second daughter, Catherine of Henneberg, was awarded the southeastern part of the Coburgish land. After their wedding in 1346, Catherine's husband, Frederick III, the Margrave of Meissen from the House of Wettin, asked for his wife's dowry, the Coburgish land called the Pflege Coburg; but his father-in-law resisted the devolution, and Frederick III could not touch it until after the death of Jutta in 1353.

The Coburgish land was the southernmost part of the Saxon territories. By the Treaty of Leipzig in 1485, the Great Division of the Saxon States (Großen Sächsischen Landesteilung) between the Albertine and Ernestine lines, this Coburgish land, together with the greater part of the Landgraviate of Thuringia and the possessions in the Vogtland, was allotted to Ernest, Elector of Saxony, and thus to the Ernestine side of the House of Wettin.

After losing the Schmalkaldic War in 1547, the Ernestines had their territorial possessions greatly reduced in Thuringia. Because the Districts of the Coburger Land were assigned to Duke John Ernest as “equipment” (Ausstattung), they remained unaffected by the measures against the outlawed Electors. John Ernest settled in the city of Coburg to build the Ehrenburg as his new residential palace, which was later also used and expanded by various Dukes of Saxe-Coburg. When John Ernest died childless in 1553, the former Elector John Frederick I was now only the Duke of Saxony, just released from prison only to die in 1554.

The Coburger Land was given to Elector John Frederick II “the Middle” as his share of the inheritance. He reigned from Gotha together with his brothers John William, residing in Weimar, and John Frederick III “the Younger”. After the early death of their youngest brother, there was a preliminary division of the Ernestine properties, in which the surviving brothers agreed to have a “Mutschierung”, i. e., a change in government, every three years. John Frederick II reigned in Gotha, Eisenach and Coburg. But he failed in his efforts to regain the rank of the Elector for himself and his House, fell into conflict with the Emperor (Grumbachsche Händel, or “Grumbach Feud”), and was eventually outlawed and imprisoned until his death. His rule initially fell to his brother, John William, who had participated in the Reichsexekution on the side of Augustus, Elector of Saxony, but it was returned, in the Erfurter Teilung (“Erfurter Division”) of 1572, to the sons of John Frederick.

With the Erfurter Division Treaty of 1572 the remaining lands were eventually and forcibly divided between the sons of the defeated John Frederick II. The younger son was John William of Saxe-Weimar, who received, among other properties, the cities of Jena, Altenburg and Saalfeld. Because the elder son, John Frederick II “the Middle” was still in prison for life in Austria, his sons, John Casimir and John Ernest, were given the new Principality of Saxe-Coburg, with Coburg chosen as their residence and “Duke” as their titles. The Principality consisted of the southern and western parts of Thuringia, including the cities of Eisenach, Gotha and Hildburghausen. One of the guardians for the sons was the enemy of their father, Augustus, Elector of Saxony, who supervised their education and who, for his own reasons, began in Coburg a corrupt Regency with Saxon officials from his Electorate.

Only after the death of Elector Augustus of Saxony in 1586 were Duke John Casimir and his brother John Ernest able to take over the government of their Principality. In 1596, the Principality was cut in half to give John Ernest his own Duchy of Saxe-Eisenach and John Casimir remained in Coburg to reign alone. His remaining territories were the Districts of Coburg, with the jurisdictions of Lauter, Rodach and Gestungshausen; Heldburg with the jurisdictions of Hildburghausen, Römhild, Eisfeld, Schalkau, Sonneberg, Neustadt bei Coburg, Neuhaus am Rennweg, and Mönchröden; and Sonnefeld. Under the reign of John Casimir, there was a building boom in Coburg. Above all, he established as the nucleus of Coburger government an administrative apparatus that would survive for a long time after his death and through many wars and political upheavals. Casimir, the founder of the Coburger State, died in 1633. His Principality then fell to his brother, the Duke of Saxe-Eisenach, John Ernest, who was also childless. During this time, the Coburger Land was hit hard by the Thirty Years War as the staging area for numerous armies. The population fell from 55,000 to 22,000.