His mother is from a Belgian Jewish family, from present-day Moldova and Greece;[1] and his father was half German and half Italian, the son of the German Prince Tassilo zu Fürstenberg of the House of Fürstenberg and his Italian first wife, Clara Agnelli, the elder sister of the chairman of FIAT, Gianni Agnelli.

[3] Prince Alexander and his sister Princess Tatiana von Fürstenberg were raised in New York City.

[1] Alexander von Fürstenberg began his career in 1993 as a trader on the Risk Arbitrage Desk of Allen and Company.

[4] They married on October 28, 1995, in a Catholic ceremony at the Church of St. Ignatius Loyola in New York City.

He later announced his engagement to designer Alison "Ali" Kay, who gave birth to their son Leon in July 2012.