The retail giant, which first opened 150 years ago, said it made the decision following a review of its products.
The supermarket confirmed on social media it would not be selling fireworks in any of its 2,300 stores.
Replying to Twitter user Sally Woolf, they wrote: "Hey Sally, thanks! We won't be selling fireworks in any of our stores this year. Hope this helps!"
Sainsbury's move has been welcomed by pet and elderly charities, who say the explosions can cause distress.
A spokesperson for the Dogs Trust said: "Although they can look beautiful, fireworks can be very distressing for dogs when let off unexpectedly, and because they are so easily accessible all year-round, dog owners are on tenterhooks as to when their beloved pooch will next be frightened."
They added: "We congratulate Sainsbury’s on their decision not to sell fireworks this year and would encourage others to do the same."
Veterans mental health charity Combat Stress said: "Bonfire night can be an especially difficult time for many combat veterans with mental health issues, with the loud bangs, bright lights and strong smells from fireworks causing serious anguish."
A Sainsbury’s spokesperson said: "We regularly review the products available in our stores and we are no longer selling fireworks based on a range of factors.
"Customers can continue to choose from a range of seasonal products, such as glow sticks and light-up spinning wands."
Sainsbury’s decision follows a survey that found the majority of people in Scotland supported a ban on the sale of fireworks to the public.