Romanov was married twice. His first wife was Johanna von Kauffmann (1936–1989), whom he married in Copenhagen on 21 January 1959. After being widowed in 1989, he married Dorrit Reventlow (born 1942) in Kostroma on 28 July 1993. His second marriage was the first time a Romanov had been married in Russia since the fall of the dynasty.