Lillis was born in Brooklyn, New York to Juliana Mellevold (née Moday) and David Lillis. She is of Irish, Polish and Swiss-German descent. She has a twin brother named Jake and a stepbrother named Philip. Her parents divorced when she was a child, and she lives with her mother and stepfather, Christopher Mellevold. Christopher sparked Sophia's interest in acting, which she began when she was seven years old, taking classes at the Lee Strasberg Theatre and Film Institute.Lillis made her acting debut in a film by starring in the 2016 movie 37. Previously, she had a minor role in Julie Taymor's live stage production of William Shakespeare's A Midsummer Night's Dream.
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