Sophie Belinda Turner was born in Northampton, England, to Sally, a nursery school teacher, and Andrew, who works for a pallet distribution company. She moved to Warwick when she was two years old. Growing up, she attended Warwick Prep School until she was 11, and later attended The King's High School for Girls. From a young age, she was a member of the Playbox Theatre Company, demonstrating an early interest and talent for acting.

At the age of 13, Sophie Turner auditioned for the role of Sansa Stark in HBO's "Game of Thrones". This marked the beginning of a significant chapter in her life, launching her into the world of professional acting on a grand scale. She reportedly went through multiple auditions alongside her best friend, Maisie Williams, who was eventually cast as Arya Stark.