Grand Duchess Anastasia Mikhailovna of Russia was a daughter of Grand Duke Michael Nicolaievich of Russia and a granddaughter of Tsar Nicholas I of Russia.
Grand Duchess Anastasia Mikhailovna was born at the Peterhof Palace onJuly 1860, the second of the seven children of Grand Duke Michael Nicolaievich of Russia and his wife, Grand Duchess Olga Feodorovna . She was only two yearsold when her father was appointed Viceroy of the Caucasus in December 1862 and the family moved to Georgia. Anastasia Mikhailovna grew up in her fathers palace in Tiflis amidst the wild and austere atmosphere of the Caucasus. The family lived in a huge palace and also owned a rural estate near Borjomi, a summer residence, the Mikhailovskoe, near Saint Petersburg, and a residence on the Black Sea.
Source: Wikipedia