Luxembourg UK /ˈlʌk.səm.bɜːɡ/US /ˈlʌk.səm.bɝɡ/ noun4 •A small country in Western Europe. Official name: Grand Duchy of Luxembourg. Capital and largest city: Luxembourg. •The capital city of Luxembourg. •One of the twelve cantons of the country of Luxembourg, which includes its capital city. •A province of Wallonia, Belgium.