In 1895, she married a German nobleman, becoming Countess Merenberg, and spent most of the rest of her life in Germany.

Olga was born at Saint Petersburg, Russia, on 7 November 1873, while her mother was still the mistress of Tsar Alexander II.

[1] Her parents' morganatic marriage on 6 July 1880 legitimated her, and she acquired the surname of Yurievsky, the title of Princess (knyagina) and the style of Serene Highness (Svetlost).

[2] Her father was assassinated in March 1881, when she was seven, and after that her mother took her three surviving children, Olga, George, and Catherine, to live in France.

[3] Catherine asked the Tsar to be the sponsor of the wedding, but his mother, Maria Feodorovna, was appalled by the idea, so Nicholas declined.