Prince Juan de Bagration-Mukhrani was born on 18 August 1977 in Madrid to Prince Bagrat de Bagration y de Baviera and Doña María del Carmen de Ulloa y Suelves. His paternal grandfather, Prince Irakli Bagration of Mukhrani, was exiled from Georgia during the invasion of the Red Army, living in Germany, Italy, and finally settling in Spain. His paternal grandmother, Infanta María de las Mercedes of Spain was a member of the Spanish royal family and the German House of Wittelsbach; she was the daughter of Prince Ferdinand of Bavaria, granddaughter of Alfonso XII of Spain, and niece of Alfonso XIII of Spain. His maternal grandfather was Gonzalo Maria de Ulloa y Ramírez de Haro, Marqués de Castro-Serna, Count de Adanero. Prince Juan's parents divorced in 2005 and his father remarried in 2009 to Françoise Cazaudehore. Prince Juan is a member of the House of Mukhrani, a branch of the Bagrationi dynasty that ruled Georgia from the Middle Ages until the nineteenth century, when Georgia was annexed into the Russian Empire. The family was recognized as part of the Russian nobility until the rise of communism in Russia.