This is a list of those members of the Russian Imperial House who bore the title velikaia kniaginia (Russian: великая княгиня) or velikaia knazhna (Russian: великая княжна) (usually translated into French and English as grand duchess, but more accurately grand princess).
This courtesy title was borne (usually) by daughters and male-line granddaughters of the emperors and empresses of Russia, as well as by wives of grand dukes of Russia, all along with the style of Her Imperial Highness.
[1] After 1917, no such daughter was born into the deposed imperial house who would have been entitled to the title grand duchess - i.e., had been a male-line granddaughter of a reigning emperor; although such would have been technically possible, as there lived sons of reigning emperors and their daughters would have been so entitled.
Although male grand dukes of Russia (sons or male-line grandsons of reigning emperors) existed after 1917, when the imperial house was deposed, none of them contracted an equal marriage after that date; so the title grand duchess was not gained by marriage thereafter — though it would have been technically possible.
A Russian grand duchess was styled as Her Imperial Highness.