He was born in Tsarskoye Selo to Alexander II and Maria Alexandrovna as their fifth son. He participated in the Russo-Turkish War of 1877 and 1878. From February 1887, he headed the Life Guards Preobrazhensky Regiment. From February 26, 1891, he held the position of Governor-General of Moscow, and from May 1896, he simultaneously commanded the troops of the Moscow Military District with the rank of lieutenant general. Since December 1894, he was a member of the State Council. Since 1892, he was an honorary member of the Berlin Orthodox St. Prince Vladimir Brotherhood, under the patronage of Grand Duke Vladimir Alexandrovich. On February 4, 1905, around three o'clock in the afternoon, when the grand duke left the Nikolay Palace in the Kremlin in a carriage, he was killed by a bomb thrown by Ivan Kalyaev, a member of the 'Combat Organization of the Socialist-Revolutionaries.' Two days prior, Kalyaev had refused to carry out the assassination upon seeing the duke's wife and young nephews in the carriage. The grand duke died instantly, the coachman received fatal injuries, and the carriage was destroyed. The duke's body was dismembered by the explosion; after embalming and freezing, the remains were placed in a coffin, which was set up in the cathedral of the Kremlin's Chudov Monastery.