Sunnyi Melles was born in Luxembourg in 1958 to a Hungarian professor of music and a Hungarian-Jewish actress. After her parents separated, she lived with her mother in Basel (Switzerland), where she started acting at the Stadttheater at the age of ten.

In 1974, she appeared in a small role alongside Max von Sydow in the film adaptation of Herman Hesse's "Steppenwolf". After graduating from school, she took acting classes at the Otto-Falckenberg-Schule in Munich. While still in training, she became a member of the ensemble at the Munich Kammerspiele. It was there, she had her breakthrough with several roles, among them Gretchen in Goethe's "Faust" and Emilia Galotti in the drama of the same name by Lessing. Melles would star again in both roles later in her life in film adaptations.

In 1984, Melles worked with Niklaus Schilling on his film "Dormire", contributing to the screenplay and the direction as well as playing the lead role. Her portrayal of a pianist under suspicion of murder was critically acclaimed.  In the same year, she was awarded two important prizes, a Young talent award from the Bundesverbandes deutscher Film- und Fernsehregisseure e.V. (Association of German Directors) as well as the Artist of the Year award of the theater magazine Münchener Theaterzeitung.

In Doris Dörrie's "Paradies" ("Paradise", 1986), she starred as the unhappy wife of a professor, who tries to re-activate her love life with the help of a friend. Both, Dörrie and Melles, worked together again two years later for "Geld" ("Money", 1988). In 1990, Melles played a lead role in the TV film "Mit den Clowns kamen die Tränen" directed by Reinhard Hauff.

From 1990 to 1993, Sunnyi Melles appeared on stage as the Buhlschaft (Paramour) in von Hoffmannthal's "Jedermann" ("Everyman") at the Salzburg Festival. In 1993, she married Peter Prinz zu Sayn-Wittgenstein-Sayn and has been carrying the title Princess zu Sayn-Wittgenstein-Sayn since. The couple has two children.
Throughout the 1990s and the 2000s, she appeared in several feature film productions, such as Rainer Kaufmann's "Long Hello and Short Goodbye" (1999) or Uli Edel's "Der Baader-Meinhof-Komplex" ("The Baader Meinhof Complex", 2008). Furthermore, she worked for several TV productions, including the adaptation of Günter Grass' novel "Die Rättin" ("The Rat", 1997) and "Wellen" (2005), in which she played the mother of a love-sick girl.

In 2003, Melles took on roles in a number of stage plays at the Bayerisches Staatsschauspiel in Munich, amongst others in Shakespeare's "Measure for Measure" and Chechov's "Uncle Vanya". In 2005, she received the Bavarian Order of Merit and was voted Actress of the Year by the Theater Heute magazine.

Also, in 2015, she was the voice of the character Sophie in the German-language version of Hayao Miyazaki's "Das wandelnde Schloss" ("Howl's Moving Castle"), starred in the Swiss-Austrian co-production "Snow White" and won the Nestroy-Theaterpreis in the category Best Actress for her performance in "Geschichten aus dem Wiener Wald" ("Tales from the Vienna Woods").

From 2000 to 2010, Melles had guest roles and returning roles in several German TV series and mini series such as "Pfarrer Braun", "Polizeiruf 110: Der Tod und das Mädchen", "Krupp – eine deutsche Familie" and "SOKO 5113" (2007 and 2010).

In the past years, Sunnyi Melles also starred in many supporting roles on the big screen, making appearances in Christoph Schaub's "Giulias Verschwinden" ("Julia's Disappearance"), Detlev Buck's "RubbeldieKatz" ("Woman in Love", 2011) and "Die Vermessung der Welt" ("Measuring the World", 2012) to name but a few.

In 2015, Melles was a cast member of the European crime mini series "The Team" and portrayed a millionaire’s wife in the Austrian dramedy series "Altes Geld" ("Old Money"), a part which earned her a nomination for the most important Austrian film and TV award, Romy. Two years later, she played the old-school director of a publishing house in the feature film "Einmal bitte alles" ("Pretty Far From Okay") and in 2018, she starred in the fairytale-like road movie "Grüner wird's nicht" ("As Green As It Gets") as well as in "Safari – Match me if you can" , in which she played a dedicated psychologist.

Further television and big screen appearances followed, including as the Countess alongside Jannis Niewöhner in the Hermann Hesse adaptation "Narziss und Goldmund" ("Narcissus and Goldmund"), as Rosel Zech in "Enfant terrible", an episodic adaptation of Rainer Werner Fassbinder's life, or in the Palme d'Or winner of the 2022 Cannes Film Festival, "Triangle of Sadness", in a widely acclaimed role as the wife of an oligarch alongside Woody Harrelson.

In addition to that Melles has been regularly appearing on stage. Following Werner Krauß, Gustaf Gründgens and Martin Benrath, she is the current holder of the 'Satyr-Knöpfe', an accolade awarded to the 'most outstanding actor of their time'.