A novel soybean variety, designated XR33AH11 is provided. Also provided are the seeds of soybean variety XR33AH11, cells from soybean variety XR33AH11, plants of soybean XR33AH11, and plant parts of soybean variety XR33AH11. Methods provided include producing a soybean plant by crossing soybean variety XR33AH11 with another soybean plant, methods for introgressing a transgenic trait, a mutant trait, and/or a native trait into soybean variety XR33AH11, methods for producing other soybean varieties or plant parts derived from soybean variety XR33AH11, and methods of characterizing soybean variety XR33AH11. Soybean seed, cells, plants, germplasm, breeding lines, varieties, and plant parts produced by these methods and/or derived from soybean variety XR33AH11 are further provided.