Sibylla (originally Sibylle) Calma Marie Alice Bathildis Feodora was born in January 1908 at Friedenstein in Gotha in the Duchy of Saxe-Coburg and Gotha, Germany. She was the daughter of Prince Karl Edvard of Saxe-Coburg and Gotha and Victoria Adelheid of Schleswig-Holstein-Sonderburg-Glücksburg. As a girl, she attended a school of arts in Weimar and travelled abroad extensively.
Sibylla was engaged to the Swedish hereditary Prince Gustaf Adolf on 16 June 1932 at Callenberg Castle near Coburg. The couple had a civil marriage on 19 October 1932 and a church marriage on 20 October at St Maurice's Church in Coburg. From 1932, the couple lived at Haga Palace in Solna. Five children were born from 1934 onwards: Princesses Margaretha, Birgitta, Désirée and Christina and Prince Carl (XVI) Gustaf.
In 1947, Prince Gustaf Adolf died in a plane crash at Kastrup Airport, leaving Sibylla alone with five children. From 1965, when Queen Louise died, she was the Sweden's first lady.
After a period of illness, Sibylla died in 1972 – the year before her son became King of Sweden.