Luxembourg, a key player in EuroHPC, is leading Europe in high-performance computing (HPC). Its AI Factory initiative aims to establish a secure, trusted infrastructure for AI development, supported by the AI-optimised supercomputer "MeluXina-AI." This supercomputer, with over 2100 GPU-AI accelerators, is designed to train and fine-tune AI models and integrate seamlessly with other AI Factories across Europe. Luxembourg's strategy, as outlined in its coalition agreement "Strengthening Luxembourg for the Future" (12/2023), focuses on AI, data, and quantum technologies. The government is committed to fostering an agile, trustworthy AI ecosystem involving national and international cooperation. The Luxembourg AI Factory (L-AIF) will provide end-to-end AI services, addressing key challenges for AI adopters and promoting cross-border collaboration. Its unique value proposition includes tailored solutions for start-ups and SMEs, a secure supercomputing platform, high-quality data sets, and comprehensive financial instruments. The L-AIF will focus on sectors like Finance, Space, Cybersecurity, and the Green Economy, leveraging local AI stakeholders and public research expertise. The L-AIF initiative is supported by a consortium of five members: LuxProvide, Luxinnovation, LNDS, LIST, and the University of Luxembourg. These entities will implement and operate the AI infrastructure, engage with private-sector companies, facilitate data access, conduct AI research, and support skill development. Their combined efforts will drive Luxembourg's digital transformation and contribute to Europe's competitive AI landscape