Alexandra and her younger sister, Maud, had the distinction of being the only female-line descendants of a British sovereign officially granted both the title of Princess and the style of Highness.

On 24 April 1900, Queen Victoria granted Alexander Duff a second dukedom of Fife, along with the earldom of Macduff, stipulating by special remainder that these two titles would jointly devolve, in default of sons born to him and the Queen's granddaughter, upon their daughters in order of seniority of birth, and upon their respective agnatic male descendants in the same order.

[4] From that point, Her Highness Princess Alexandra held her title and rank, not from her ducal father, but from the decree issued by will of the sovereign (her maternal grandfather).

In November 1911, Alexandra and her family were travelling by boat to a winter holiday in Egypt when their liner, the P&O's SS Delhi, ran aground ashore at Cape Spartel in fog and heavy seas.

On 15 October 1913, Princess Alexandra married her first cousin, once removed,[8] Prince Arthur of Connaught at the Chapel Royal, St. James's Palace, London.

After their marriage, Alexandra was referred to as HRH Princess Arthur of Connaught, in accordance with the tradition that a wife normally shares the title and style of her husband.

[11] World War I gave to Princess Arthur an opportunity to embrace her vocation of nursing in which she subsequently made a successful career.

Her tact and friendliness made her friends among the South Africans, who also admired the interest she displayed in hospitals, child welfare, and maternity work throughout the Union.

Shortly thereafter, she opened the Fife Nursing Home in Bentinck Street which she personally equipped, financed, and administered as matron for ten years.

[citation needed] On 26 April 1943 her only child, Alastair, Duke of Connaught and Strathearn, died unexpectedly (and in ill-defined circumstances) whilst staying at Rideau Hall in Ottawa with his relative the Governor-General of Canada, the Earl of Athlone.

[6] At her request she was cremated,[6] and her ashes laid in St Ninian's Chapel, Braemar, on the Mar Lodge estate alongside her parents' and son's.