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Sophie is the daughter of Krusty the Clown and Erin, a female soldier whom Krusty met during the Gulf War.

Krusty met Sophie's mother Erin while he was performing with a USO tour during the Gulf War. They had a romantic night of passion, but in the morning she realized she had to complete her mission—to assassinate Saddam Hussein. Krusty told Erin not to go, insisting that she had a new mission, to "get down with the clown". However, she left anyway and Krusty ended up tackling her just as she was about to kill Saddam with a rocket launcher, protesting that she couldn't kill Saddam because he was half of Krusty's act. Now angry with Krusty for ruining her mission, Erin began hating Krusty. She also came to hate clowns in general, and filled her house with artwork depicting violence against clowns.

Sophie first met Krusty during an autograph session, where she revealed to him that she was his daughter. Krusty said he wanted to reunite with Sophie's mother, but she rejected him. Sophie loves to play the violin and she played for Krusty. He loved her performance, but later lost her violin in a poker game, and recruited Homer to help him get it back...