Prince Alfred of Montenuovo was born in Vienna, Austrian Empire, the only son of Wilhelm, 1st Prince of Montenuovo (1819–1895; son of Adam Albert, Count of Neipperg, and Archduchess Marie Louise of Austria, Empress of The French), and his wife, Countess Juliana Batthyány von Németújvár (1827–1871; daughter of Count János Baptist Batthyány-Strattmann and Countess Marie Esterházy von Galántha).

His paternal grandmother, Marie Louise, was the Empress consort of Napoleon I of France from 1810 to 1814 and Duchess of Parma from 1814; she was married morganatically to his grandfather Count Adam Albert von Neipperg in 1821.

Alfred married on 30 October 1879 in Vienna Countess Franziska Maria Stephania Kinsky von Wchinitz and Tettau (26 December 1861 – 11 July 1935), daughter of Ferdinand Bonaventura, 7th Prince Kinsky of Wchinitz and Tettau, and his wife, Princess Maria Josepha of Liechtenstein (1835–1905).

[1] Following the assassination of the latter and his morganatic wife Sophie, Duchess of Hohenberg, at Sarajevo in 1914, and with the emperor's connivance, Montenuovo decided to turn the funeral into a massive and vicious snub.

The public viewing of the coffins was curtailed severely and even more scandalously, Montenuovo tried unsuccessfully to make the children foot the bill.