Let G be a noncompact connected Lie group and ρ be the right Haar measure of G. Let X = {X1, . . . , Xq} be a family of left invariant vector fields which satisfy Hörmander's condition, and let ∆ = − q i=1 X 2 i be the corresponding subLaplacian. For 1 ≤ p < ∞ and α ≥ 0 we define the Sobolev space Such estimates were proved by T. Coulhon, E. Russ and V. Tardivel-Nachef in the case when G is unimodular. We shall prove it on Lie groups, thus extending their result to the nonunimodular case.In order to prove our main result, we need to study the boundedness of local Riesz transforms R c J = XJ (cI + ∆) −m/2 , where c > 0, XJ = Xj 1 . . . Xj m and j ℓ ∈ {1, . . . , q} for ℓ = 1, . . . , m. We show that if c is sufficiently large, the Riesz transform R c J is bounded on L p (ρ) for every p ∈ (1, ∞), and prove also appropriate endpoint results involving Hardy and BMO spaces.