Her mother, Sylvia Lancaster, opened the first class on Saturday in the Highfield area of the city.
Youths attacked Miss Lancaster and her boyfriend Robert Maltby, from Todmorden, in a park in Bacup, Lancs, in August 2007, killing Miss Lancaster and leaving Mr Maltby with serious injuries.
Mrs Lancaster said: "Hopefully people won't have to use the skills they learn in the class, but it's a start towards giving back confidence and allowing sub-cultures to express themselves without the fear of abuse."
Set up by self-proclaimed Goth James Bond, the Sophie Lancaster Self Defence Class aims to give people from "alternative" walks of life more confidence as well as teaching them defensive skills.
Mr Bond said: "Every time I see something about Sophie's case in the media or the internet it upsets me. The same applies to any form of hate crime.
"This sort of thing cannot be tolerated any longer. It truly saddens me that it took the death of a young woman before the authorities took notice. We are determined to ensure that Sophie's tragic death was not in vain."
He added: "Without exception, a bully is a coward, and if they see you are confident in yourself then they are less likely to attack you."
Former middleweight boxing champion Herol 'Bomber' Graham, who is running the sessions, added: "Where there's a will there's a way and its how you cope and deal with the things life throws at you that's important. Just helping one person will make the class a success."
The self-defence classes take place at Mr Graham's gym in Lancing Road, Sheffield, each Sunday from 4pm to 6pm. For more information visit www.sophielancasterself