Princess Olga was a daughter of Prince Nicholas of Greece and Denmark and Grand Duchess Elena Vladimirovna of Russia, and a granddaughter of King George I of Greece. After a brief engagement in 1922 to Crown Prince Frederick of Denmark, she married Prince Paul of Yugoslavia in 1923. In 1934, after the assassination of King Alexander I, Prince Paul was appointed regent of Yugoslavia on behalf of King Peter II, and Princess Olga became the senior lady of the court and acted as first lady of Yugoslavia, working side-by-side with her husband on representation duties. In 1941, during the Second World War, Prince Paul was forcibly removed from power after signing the Tripartite Pact, which took Yugoslavia into the Axis with Germany and Italy. Paul, Olga, and their three children were arrested and given as prisoners to the British. They spent the rest of the war in house arrest and exile in Egypt, Kenya and South Africa, and were not allowed to return to Europe until 1948. The couple and their children eventually settled in Paris, where Paul died in 1976. Having become a widow, Olga spent more and more time in the United Kingdom, the adopted country of her sister, Marina. Struck by Alzheimer's disease at the end of her life, Olga died in Paris in 1997. Her remains were buried in Lausanne, Switzerland, before being transferred to the royal mausoleum of Oplenac, in Serbia, in 2012.