She was the elder daughter of Grand Duke Michael Mikhailovich of Russia by his morganatic wife, Countess Sophie Nikolaievna of Merenberg.

Born on 9 September 1892 in Wiesbaden, Countess Anastasia Mikhailovna de Torby, known as Zia, was the first child and elder daughter of Grand Duke Michael Mikhailovich of Russia, a grandson of Tsar Nicholas I of Russia, by his morganatic wife, Countess Sophie Nikolaievna of Merenberg.

Following her parents' elopement to San Remo in 1891 and consequent banishment from Russia, Sophie was made Countess de Torby by her uncle, Adolphe, Grand Duke of Luxembourg.

Zia's father lost much of his fortune in the Russian Revolution and had to be financially supported by his wealthy son-in-law.

Zia and her husband had three children: Her descendants include the 7th Duke of Westminster and the heirs apparent to the dukedom of Abercorn and the earldom of Dalhousie.

For her services with the St John Ambulance, she was made an Officer of the Most Excellent Order of the British Empire (OBE) in the 1946 New Year Honours.

Zia and her husband were regarded as "honorary aunt and uncle" to Prince Philip of Greece and Denmark, later Duke of Edinburgh, who was the nephew and ward of their brother-in-law, the Marquess of Milford Haven.