Her birth was not greeted with much happiness by her paternal grandmother, Catherine the Great, who stated that "A lot of girls, all married will not tell anyone".

She later wrote: The Grand Duchess has treated us (nous a regalé) with a fifth daughter, whose shoulders are nearly as wide as mine.

Since the Grand Duchess was in labour for two days and finally gave birth on July 11, the feast day of Saint Olga of Kiev, who was baptized in Constantinople in the year 956, I said, "Well, we will have two holidays instead of one" and so she was baptised Olga[1]The little Grand Duchess was baptised on 29 July [O.S.

For eighteen weeks, she revealed a hunger and she constantly asked to eat, because she grew too great for her two and a half years, at that time many molars came at once, and after sixteen weeks of suffering and a slow debilitating fever occurred daily, she died between seven and eight o'clock in the evening ...[1]The same year, Gavrila Derzhavin dedicated a poem to her death, entitled "On the death of Grand Duchess Olga Pavlovna", just as he had dedicated a poem to her when she was born.

The funeral was held at the Annunciation Church of the Alexander Nevsky Monastery, Olga's burial place.