Prince and Princess Cantacuzène resided in St. Petersburg (later Petrograd) or at their estate in Ukraine during their early married years, with the Princess giving birth to their three children, Mikhail Mikhailovich, Barbara or "Bertha" Mikhailovna, and Zinaida Mikhailovna. Princess Cantacuzène remained in St. Petersburg during World War I in which Prince Cantacuzène served as aide-de-camp and later Major-General, and finally General, in the service of Tsar Nicholas II. He served with distinction and was wounded in battle in 1914; as commander of the South Russia Cossacks, in 1915 he led 15,000 men in what has been called the last great cavalry charge against a fortified position in military history. The family left Russia in the aftermath of the Russian Revolution; in 1917, they escaped from Petrograd with her jewels sewn into her clothing, and escaped via Finland to the United States. The couple moved to Washington, D.C. and attempted to attract support for a counter-revolution in Russia, but after news of the assassination of the Tsar and of his brother, Grand Duke Michael Alexandrovich of Russia, ended their activism. The couple relocated to Sarasota, Florida, joining the firm founded by her aunt Bertha Palmer.