Shakespeare was one of the greatest poets and dramatists of the world literature, we know, but it is still a secret that he was an illumined Yogi. The present work ‘Shakespeare’s Sonnets and the Bhagavadgita’ is an analytical study of the Sonnets in the light of the Gita. Most of the lines in the Sonnets recall the divine messages of the Gita. It unfolds Shakespeare’s real life, the life of a Yogi. Gita’s Yoga of desireless Action, Knowledge and Devotion clearly appears in our eyes when we go into it. Truly, Shakespeare’s genius, illumination and immortality lie in the fact that he was a great aspirant of Yoga.