She was born in Coburg when her parents were in exile because their marriage had not been approved by Tsar Nicholas II.

The family returned to Russia prior to World War I, but was forced to flee following the Russian Revolution of 1917.

As a child, the dark-haired, dark-eyed Maria[1] took after her maternal grandmother, Grand Duchess Maria Alexandrovna of Russia, in appearance, with a wide, round face[2] and a tendency to be overweight and to look older than her actual age when she was still a teenager.

In 1922, when she was fifteen, the "flighty"[4] Maria visited her aunt, Queen Marie of Romania, and carried on a flirtation with the son-in-law of a lady-in-waiting at the Romanian court.

Her husband was forced to join the German army and was taken captive by the Soviets at the end of World War II.