Princess Alexandra Victoria was born on 21 April 1887 at Grünholz Castle in Schleswig-Holstein, Prussia as the second-eldest child and daughter of Frederick Ferdinand, Duke of Schleswig-Holstein and his wife Princess Karoline Mathilde of Schleswig-Holstein-Sonderburg-Augustenburg, a great-niece of Queen Victoria.

Alexandra Victoria's father was the eldest son of Friedrich, Duke of Schleswig-Holstein-Sonderburg-Glücksburg and a nephew of Christian IX of Denmark.

She is a nice girl - fair, fat, and a perfect type of the 'Deutsche Hausfrau' dear to the souls of German novel-writers".

[3] The couple had planned to take up residence in Schönhausen Palace in Berlin, but changed their mind when August Wilhelm's father decided to leave his son the Villa Liegnitz in the Sanssouci Park in Potsdam.

His personal adjutant Hans Georg von Mackensen, with whom he had been close friends since his youth, played an important role in his life.