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No, Apple Watch Sport does not support eSIM, including Apple Watch Sport 38mm and Apple Watch Sport 42mm.
eSIM is a new technology that allows you to use mobile plans without inserting a physical SIM Card. The Apple Watch Sport was designed to work with traditional SIM cards, not eSIM technology. If you want to use eSIM, you have two options:
Note: Remember that eSIM availability may vary depending on your location and the devices offered by your mobile service provider.