Aurora was born as the eldest daughter of Pavel Pavlovich Demidov, 2nd Prince of San Donato, and his second wife, Princess Elena Petrovna Trubetskoy (1853–1917).

Her father was the son of the Finnish-Swede philanthropist Aurora Stjernvall von Waleen and her Russian husband, Pavel Nikolaievich Demidov.

Her mother was a daughter of Prince Peter Nikitich Trubetskoy (1826–1880) and Princess Elizabeth Belosselsky-Belozersky.

She married Prince Arsen of Serbia, youngest son of Alexander Karađorđević, Prince of Serbia and his wife Princess Persida, in Helsingfors (where her grandmother Aurora lived) at Uspenski Cathedral on 1 May 1892.

She remarried an Italian Count Palatine Nicola Giovanni Maria di Noghera (Eboli, 15 June 1875 – Genoa, 1 April 1944) on 4 November 1897, with whom she had four children: Helena Aurora, Alberto, Giovanni, and Amedeo di Noghera.