Grand Duke Sergei Mikhailovich of Russia
Grand Duke Sergei Mikhailovich of Russia was the fifth son and sixth child of Grand Duke Michael Nikolaievich of Russia and a first cousin of Alexander III of Russia.
He was born and raised in the Caucasus, where his father was viceroy. In 1881 the family moved to St Petersburg. He became a close friend of the then Tsarevich Nicholas. They grew apart upon Nicholas IIs marriage and accession to the throne. Grand Duke Sergei remained a bachelor living at his father palace in the imperial capital. He had a long affair with the famous ballerina Mathilde Kschessinska, who had previously been the mistress of Nicholas II. She was also later involved with Grand Duke Andrei Vladimorovich. Sergei recognized Mathildes son as his own and remained their protector until his death.
Source: Wikipedia