Map from Google - Luxembourg

Luxembourg, a small country between Belgium, France and Germany, has a moderately continental climate, with cold winters and mild summers. The influence of the Atlantic Ocean is evident, but the altitude that varies between 250 metres in the far south and 500 metres in the north, makes it a bit colder than the plains, with more frequent snowfalls during winter.
Here are the average temperatures in the capital city, which is located in the south, at about 300 metres above sea level.
Average temperatures - Luxembourg
LuxembourgJanFebMarAprMayJunJulAugSepOctNovDec
LuxembourgJFMAMJJASOND
Min (°C)-2-2137101212961-1
Max (°C)2481217202221181373

Winter, from December to February, is cold and dull. In the capital, the average temperature in January and February is just around freezing. When the Atlantic currents become more intense, there may be mild days, though cloudy and windy. On the contrary, when the currents blow from eastern Europe, the temperature can drop several degrees below freezing.
Spring, from March to May, initially cold, becomes gradually cool and then mild, so much so that in April the maximum temperatures are around 12 °C, and in May around 17 °C. However, the weather is unstable, and if until mid-May it can still be cold, starting from May, during sunny days thunderstorms can erupt in the afternoon.
Summer, from June to August, is mild or pleasantly warm, with cool nights and pleasant days: the minimum temperature hovers around 12 °C, while the maximum temperature is around 22 °C. There is no shortage of cool and rainy days, when the country is affected by the Atlantic fronts, alternating with sunny and warmer days, with peaks of 30/32 °C, though these hot days are fairly rare.
In Autumn, from September to November, the sky is often gray, and the weather is wet and rainy, especially in the second part, and at times windy.

Precipitation in Luxembourg is quite frequent, and relatively abundant, amounting to around 800 millimetres per year in the south, and around 700 mm in the east, while in the northern area, located at higher altitudes, it reaches 1,000 mm. Precipitation is more frequent in winter, and less frequent in spring.
Here is the average precipitation.
Average precipitation - Luxembourg
LuxembourgJanFebMarAprMayJunJulAugSepOctNovDecYear
LuxembourgJFMAMJJASONDY
Prec. (mm)755545556065657565556570750
Days131089910101010101112122

The amount of sunshine, low from November to February, is never great, and it's just acceptable between April and August, when there are 6/7 hours of sunshine per day on average.

Luxembourg

When to go

The best time to visit Luxembourg runs from mid-May to mid-September, when the temperature is generally pleasant and the weather is variable, so that the sun alternates with clouds and also rains and thunderstorms. The second half of September begins to be more cool and cloudy, but it's good for exploring woods, which in this period show the bright colours of autumn.

What to pack

In winter: warm clothing, sweater, down jacket, raincoat or umbrella.
In summer: clothes for spring and autumn, t-shirts, but also long pants, jacket, sweatshirt or sweater for the evening and cooler days; raincoat or umbrella.