The Pope met for about a half hour with Prime Minister Jean-Claude Juncker, whose Christian Social Party tried and failed to block the legislation passed by parliament last month. The law is expected to come into force toward the summer.
"There was specific reference to the defence of human life and the ongoing legislative process directed at allowing euthanasia," the Vatican said in a statement after the meeting.
Under the Luxembourg legislation, euthanasia would be allowed for the terminally ill and those with incurable diseases or conditions, but only when they asked to die repeatedly and with the consent of two doctors and a panel of experts.
The Netherlands became the first country to permit assisted deaths for the terminally ill in April 2002.
Last year, lawmakers in Mexico City approved a law to allow terminally ill people to refuse treatment.
The Church opposes euthanasia but teaches that extraordinary - that is, overly aggressive and possibly painful - means of artificial life support can be stopped if the family wishes.
Last year, the Vatican ruled it was wrong to stop administering food and water to patients in a vegetative state even if they would never regain consciousness.