A grand duchy is a country or territory whose official head of state or ruler is a monarch bearing the title of grand duke or grand duchess.

Relatively rare until the abolition of the Holy Roman Empire in 1806, the term was often used in the official name of countries smaller than most continental kingdoms of modern Europe (e.g., Hungary, Castile, England) yet larger than most of the sovereign duchies in the Holy Roman Empire (e.g. Anhalt, Lorraine, Modena, Schleswig-Holstein). Only two grand duchies existed during the Holy Roman Empire's tenure, both located in Imperial Italy: Tuscany (declared as such in 1569) and Savoy (in 1696). During the 19th century there were as many as 14 grand duchies in Europe at once (a few of which were first created as exclaves of the Napoleonic empire but later re-created, usually with different borders, under another dynasty). Some of these were sovereign and nominally independent (Baden, Hesse and by Rhine, Mecklenburg-Schwerin, Mecklenburg-Strelitz, Oldenburg, Saxe-Weimar and Tuscany), some sovereign but held in personal union with larger realms by a monarch whose grand-dukedom was borne as a subsidiary title (Finland, Luxembourg, Transylvania), some of which were client states of a more powerful realm (Cleves and Berg), and some whose territorial boundaries were nominal and the position purely titular (Frankfurt).

In the 21st century, only Luxembourg remains a grand duchy.