She married a cousin, Grand Duke Alexander Mikhailovich of Russia, with whom she had seven children.
She was the mother-in-law of Felix Yusupov and a cousin of Grand Duke Dmitri Pavlovich of Russia who, together, killed Grigori Rasputin, holy healer to her nephew, the haemophiliac Tsarevich Alexei Nikolaevich of Russia.
During her brother's reign she recorded in her diary and letters increasing concern about his rule.
After the fall of the monarchy in February 1917, she fled Russia, eventually settling in the United Kingdom.
Her grandson Prince Andrew Andreevich has been a head of the Romanov Family since December 2016.