25 March] 1875 – 20 April 1960) was the elder daughter and fourth child of Tsar Alexander III of Russia and Dagmar of Denmark.

[1] She was the elder daughter among the six children of the Tsesarevich Alexander and his wife, Grand Duchess Maria Feodorovna of Russia (née Princess Dagmar of Denmark).

There Xenia and her siblings enjoyed a relatively simple childhood: sleeping on cot beds, waking at 6 a.m., and taking cold baths every morning.

[2] Like her brothers, Xenia was educated by private tutors, with special emphasis on the study of foreign languages.

She also enjoyed riding and fishing on the Gatchina estate,[4] drawing (for which she supposedly had a particular talent), gymnastics, dancing, and playing the piano.

[6] Xenia and her paternal first cousin once removed Grand Duke Alexander Mikhailovich of Russia, her eventual husband, played together as friends in the 1880s.

[6] It was not until 12 January 1894 that Xenia's parents accepted the engagement, after Alexander's father, Grand Duke Michael Nikolaievich of Russia, intervened.

"[10] The couple finally wed on 6 August 1894, when Xenia was 19, in the SS Peter & Paul Chapel of the Peterhof Palace.

From 1903, Xenia was patron of the Creche Society of St. Petersburg, which looked after poor working-class children while their parents were at work.

On a cold Sunday in January 1905, over 150,000 peaceful people approached the Winter Palace under the leadership of Father Gapon.

"[17] Xenia was in the Crimea at their home at Ai-Todor with her husband and children, when news of the mutiny of the Black Sea fleet reached them.

[19] They arranged to meet in Calais, where the private train of the Dowager Empress was waiting to take them to Russia, being confident that the German Kaiser Wilhelm II would let them through.

In 1915, learning that Nicholas intended to take command of the armed forces, she accompanied her mother to Tsarskoe Selo in an attempt to dissuade him.

Her sister finally had her shell of a first marriage dissolved by the Tsar and was married in November 1916 to Nikolai Kulikovsky in the presence of the Dowager Empress in Kiev.

Xenia, her mother, and her sister Olga urged Grand Duke Nicholas Mikhailovich to write to the Tsar warning him about the influence of the Tsarina in government affairs.

At the beginning of 1917, Xenia hoped her mother could make her brother see sense about the collapsing situation in Russia.

While the Red Army was coming closer to the Crimea, Xenia and her mother, the Dowager Empress Maria, escaped from Russia on 11 April 1919 with the help of Queen Alexandra of the United Kingdom (née Princess Alexandra of Denmark), Dowager Empress Maria's sister.

King George V of the United Kingdom sent the British warship HMS Marlborough[31] which brought them and sixteen other Romanovs (including five of her sons) from the Crimea through the Black Sea to Malta, and then to England.

Xenia remained in Great Britain, while Dowager Empress Maria, after a stay in England, was joined by Olga at Villa Hvidøre outside Copenhagen in Denmark.

[32] On 17 May 1920, Xenia had been granted Letters of Administration as eldest sister and heir to her brother Nicholas's estate in England worth five hundred British pounds sterling.

King George V, who was her first cousin, allowed her to settle in Frogmore Cottage, a grace and favour house, in Home Park, Windsor,[34] for which she was grateful.

[34] Later she had to deal with the fraudulent claims of Anna Anderson to be her niece, the murdered Grand Duchess Anastasia Nikolaevna of Russia.

[35] Her sister Olga had pointed out if there had been any Romanov monies left, the Dowager Empress would not be receiving a pension from the British King.

Her mother was living in a villa, Hvidøre, that she and her sister Alexandra had bought on the Danish coast north of Copenhagen.

By March 1937, Xenia had moved from Frogmore Cottage in Windsor Great Park to Wilderness House in the grounds of Hampton Court Palace.

Due to Imperial Family Statutes brought in by Alexander III to limit the rank of Grand Duke and Duchess, they held the title Princes and Princesses of Russia with the style of “Highness”.

As a result, none of the current descendants of the Romanov Family, including Maria, the daughter of Grand Duke Vladimir Kirillovich Romanov, whose mother was from a family recognised as non-dynastic by the last ruling Emperor of Russia, Nicholas II, are born of a Dynastic Marriage, under the old succession laws of Russia.

[50] Of particular interest in this collection is Xenia Alexandrovna's correspondence with her brother, Emperor Nicholas II of Russia, and her mother Empress Maria Feodorovna.

[51] Xenia Alexandrovna's correspondence with her cousin, Princess Tatiana Constantinovna, between 1927 and 1939 is preserved in the "Romanov Family Papers" collection in the Hoover Institution Library & Archives (Stanford, California, USA).

[52] Xenia Alexandrovna and her staff kept illustrated, hand-written records of her jewellery and objets d'art which survived into her exile.