Prince Oleg was generally considered to be the brightest of Grand Duke Konstantine's children.

[1] Grand Duke Konstantin, a poet himself, arranged for his children to receive lessons from experts in a variety of fields.

[2] Oleg was so intelligent that his father decided to send him to a prestigious school, the Alexander Lyceum, rather than to give him the standard military education that the other men in the family received.

Konstantin's unconventional choice of education for Prince Oleg met with disapproval from his family members.

[citation needed] Prince Oleg, with four of his brothers, served in the Guards during World War I.