Princess Alexandra was born on 16 February 1991 at the Grand Duchess Charlotte Maternity Hospital in Luxembourg.

[2] Through her father, she is directly linked and related to many European royal families, which include; Belgium, The Netherlands, Sweden, Austria, Liechtenstein, Portugal, and Spain.

As of 2017, she holds a master's degree in inter-religious studies from the Irish School of Ecumenics with a specialization in Conflict Resolution.

The Princess gained International Relations working experience while doing an internship at the Security Council at the United Nations in New York (when Luxembourg was a non-permanent member) where the Grand Duchy owns a historic mansion located at 17 Beekman Place in Manhattan named Luxembourg House, and also while working in journalism in the Middle East.

As a child on an official state visit to the Vatican in 2003, as a Royal Princess of Luxembourg using her Privilège du blanc permission, she dressed in white in the presence of Pope John Paul II.

The Grand Ducal Court of Luxembourg announced the engagement of Princess Alexandra to Nicolas Jacques Armel Bagory on 7 November 2022.

She had previously been excluded from birth until 2011, when her father issued absolute primogeniture in respect to his daughter Princess Alexandra and all of Grand Duke Henri's female descendants equal rights to males to the line of succession to the Luxembourg throne.