The Sogdians spoke an Eastern Iranian language called Sogdian, closely related to Bactrian, another major language of the southern part of Central Asia in ancient times.
Znanih je bilo pet hindujskih bogov, da so jih častili v Sogdiji in sicer Brahma, Indra, Mahadeva (Šiva), Narayana in Vaishravana, ki so imela sogdijska imena Zravan, Adabad in Veshparkar.