in 1875, 𝑮𝒓𝒂𝒏𝒅 𝑫𝒖𝒄𝒉𝒆𝒔𝒔 𝑿𝒆𝒏𝒊𝒂 𝑨𝒍𝒆𝒙𝒂𝒏𝒅𝒓𝒐𝒗𝒏𝒂 𝒐𝒇 𝑹𝒖𝒔𝒔𝒊𝒂 was born at the Anichkov Palace in Saint Petersburg.

Xenia was the eldest daughter and fourth child of the future Tsar Alexander III of Russia and his wife, Dagmar of Denmark, who was known as Maria Feodorovna after her marriage. She and her siblings enjoyed a simple childhood, sleeping on cots, waking at 6:00 AM, and taking cold baths every morning. She was educated privately by tutors, with an emphasis on foreign languages. Alongside her native Russian, Xenia studied English, French, and German. She also learned cookery, joinery, and making puppets. She enjoyed horseback riding and fishing at the Gatchina estate, as well as drawing, gymnastics, playing the piano, and dancing.

In August 1894, Xenia married Grand Duke Alexander Mikhailovich, her first cousin once removed. The couple had seven children, one daughter and six sons. The marriage was initially a happy one, but it later deteriorated, and both Xenia and Alexander would have extramarital affairs. Following the Russian Revolution, they lived separately.

After the Russian Revolution, Xenia escaped to Britain and resided at Frogmore. She visited her mother in Denmark as often as she could. She later moved into Wilderness House, on the Hampton Court Palace estate.

Xenia died in April 1960, just two weeks after her 85th birthday.