She was the third child and eldest daughter of King George I of Greece and his wife, Grand Duchess Olga Constantinovna of Russia.

Five of his sons (Constantine, George, Nicholas, Andrew and Christopher), and two daughters (Alexandra and Maria), attained adulthood.

King George was a taciturn man, but contrary to the general approach of the time, he believed in happy rambunctious children.

The long corridors of the royal palace in Athens were used by Alexandra and her siblings for all types of play and sometimes a "bike ride" would be led by the King himself.

When she was 18 years old, she was married to Grand Duke Paul Alexandrovich of Russia, her maternal first cousin once removed and the youngest child and sixth son of Emperor Alexander II and his first wife, Princess Marie of Hesse and by Rhine.

They had become close when Grand Duke Paul spent winters in Greece due to his frequent respiratory illnesses.

[4] They had two children: Seven months into her second pregnancy, Alexandra took a walk with her friends on the bank of the Moskva River and jumped directly into a boat that was permanently moored there, but fell as she got in.

She gave birth to her son, Dimitri, lapsed into a fatal coma, and died six days later in the Romanovs' estate Ilyinskoe near Moscow.