Princess Ksenia Georgievna Romanova was born in the village of Mikhailovskoye, not far from St. Petersburg on August 22, 1903. Her mother was Princess Maria , daughter of the King of Greece George the First and Great Russian Princess Olga Konstantinovna. The father of Princess Xenia was Grand Duke George Mikhailovich, a cousin of Tsar Alexander III. Georgy Mikhailovich was a general of the Russian army. He also directed the Alexander III Museum in St. Petersburg. Now it's the Russian Museum.