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 II's marriage and accession to the throne. Grand Duke Sergei remained a bachelor living at his father's 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 Vladimirovich. Sergei recognized Mathilde's son as his own and remained their protector until his death.
Following family tradition, Grand Duke Sergei pursued a military career. He served as General Inspector of the Artillery with the rank of Adjutant General. During World War I he was chief of the artillery department, a position he was forced to resign amid controversy. He was then appointed Field Inspector General of Artillery at Stavka. After the fall of the monarchy, he remained in the former Imperial capital keeping a low profile. With the ascension of the Bolsheviks to power, he was sent to internal Russian exile.
He was murdered by the Bolsheviks along with several other Romanovs relatives and his personal secretary at Alapayevsk on 18 July 1918, one day after the murder of the Tsar and his immediate family at Ekaterinburg.
Grand Duke Andrei Vladimirovich was a son of Grand Duke Vladimir Alexandrovich.
In 1900, he began an affair with the famous ballerina Kschessinska, becoming the third grand duke to fall for her.
He followed a military career and graduated from the Alexandrovskaya Military Law academy in 1905. He occupied different military positions during the reign of Tsar Nicholas II, but with no particular distinction. He became senator in 1911 and was appointed Major General in the Russian Army in 1915. He took part in World War I, but was away from real combat spending most of the conflict at Russia's headquarters or in St Petersburg.
In February 1917, shortly before the fall of the Russian monarchy, he left St Petersburg to join his mother in Kislovodsk. He remained in the Caucasus for the next three years. After the October Revolution he was briefly arrested along with his brother, Grand Duke Boris, but they escaped. He departed revolutionary Russia in March 1920, being the last grand duke to leave for exile. In 1921, he married his longtime mistress Mathilde Kschessinska and recognized her son as his. The couple lived in the South of France until 1929 when they moved permanently to Paris, where Kschessinska opened a ballet school. After World War II they lived under reduced circumstances.
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