MSC: 42C05 33C50Keywords: Orthogonal polynomials in two variables Sobolev orthogonal polynomials Classical orthogonal polynomials a b s t r a c t Sobolev orthogonal polynomials in two variables are defined via inner products involving gradients. Such a kind of inner product appears in connection with several physical and technical problems. Matrix second-order partial differential equations satisfied by Sobolev orthogonal polynomials are studied. In particular, we explore the connection between the coefficients of the second-order partial differential operator and the moment functionals defining the Sobolev inner product. Finally, some old and new examples are given.