Grand Duke Alexander Mikhailovich of Russia Grand Duke Alexander Mihailovich of Russia , Александр Михайлович " Aleksandr Mihailovich " ( 13 April 1866 – 26 February 1933 ) was a dynast of the Russian Empire , a naval officer , an author , explorer , the brother - in - law of Emperor Nicholas II and advisor to him . Biography . Alexander was born the son of Grand Duke Michael Nicolaievich of Russia , the youngest son of Nicholas I of Russia , and Grand Duchess Olga Feodorovna ( Cecily of Baden ) . Through his mother , Grand Duke Alexander was a great - grandson of the reputedly imbalanced king Gustav IV Adolf of Sweden , the last Swedish Grand Duke of Finland ( at the time of Alexander ' s life , Finland belonged to Alexander ' s agnatic house and its ruler was head of its senior branch , making Alexander entitled to eventual succession to the Finnish Throne and also one of the " Princes of Finland " ) . He was mostly known as " Sandro " He was born in Tbilisi , Georgia . Grand Duke Alexander was a naval officer . In his youth , he made a good - will visit to developing Japan on behalf of the Russian Empire , as well as to the Brazilian Empire . He married his first cousin ' s daughter , Grand Duchess Xenia Alexandrovna , the eldest daughter of Alexander III on the and was thus a brother - in - law of the last Tsar Nicholas II , to whose close advisors he belonged . His impact on the Tsar has been both criticized and appreciated . He and his family , together with his mother - in - law , the Dowager Empress Maria Fyodorovna ( Dagmar of Denmark ) , were rescued from the Crimea by British battleship HMS Marlborough in the quagmire of the 1917 Revolution , and thus they survived . Alexander lived in Paris and wrote his memoirs . " Once a Grand Duke " ( Farrar & Rinehart 1933 ) is a source of dynastical and court life in Imperial Russia ' s last half - century . He also spent a time as guest of the future Abyssinian Emperor Ras Tafaro . He talks about why he was invited to Ethiopia , in his continuation of his biography " Always a Grand Duke " . He died in 26 February 1933 in Roquebrune , France . He was buried on 1 March in Roquebrune - Cap - Martin in the south of France . His wife Xenia died in Hampton Court Palace in 1960 . Together Alexander and Xenia had seven children : Naval career . In 1885 , Alexander graduated from the Naval College at the rank of midshipman ; he later served in the Navy and participated in the voyages . Since 1891 , he was the initiator and founder of the first edition of the Russian annual directory of " Military Fleets " , and was its editor until 1906 . In 1895 , he developed a program of strengthening the Russian Navy in the Pacific . Starting 1896 , he taught the Naval Game at the Naval Science Classes in the Naval Academy . Between 1901 and 1902 , he acted as the commander of the Black Sea battleship Rostislav , and in 1903 he was appointed a junior flag officer of the Black Sea Fleet . In parallel , between 1901 and 1905 he acted as a chief superintendent and the chairman of several councils related to merchant shipping and ports . At these positions , he contributed to the development of commercial shipping , construction and equipment of new ports , training merchant mariners , creation of long - distance shipping lines and improvement of maritime trade legislation . During the Russian - Japanese war of 1904 – 1905 , he oversaw the auxiliary cruisers of the Volunteer Fleet . Alexander took part in the development of programs aimed at rebuilding the fleet , brought them to the attention of governments and the public , and was an avid supporter of the construction of new battleships . In 1909 , he was promoted to the rank of vice admiral . While in exile after 1917 , he became fascinated with archaeology and conducted a number of successful expeditions .