Grand Duchess Xenia Alexandrovna of Russia was the elder daughter and fourth child of Emperor Alexander III of Russia and Empress Maria Feodorovna of Russia and the sister of Emperor Nicholas II. She married her second cousin Grand Duke Alexander Mikhailovich of Russia, with whom she had seven children. During her brothers 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.
Grand Duchess Xenia Alexandrovna was born onApril 1875 at Anichkov Palace in St. Petersburg. She was the fourth child and elder daughter among the six children of Alexander III of Russia and his wife Empress Maria Feodorovna of Russia .
Source: Wikipedia