On January 30, 1921, the wedding of Grand Duke Andrei Vladimirovich and Matilda Felixovna Kshesinskaya took place at the Church of Archangel Michael in Cannes. In her memoirs, she recalled that day: "We wanted our wedding to be officiated by an old friend and spiritual advisor of Andrei, Father Grigory Ostrovumov. The ceremony took place at four o'clock in the afternoon. The witnesses were my sister's husband, Baron Alexander Loginovich Tsedeler, Count Sergey Platonovich Zubov, and Colonel Vladimir Petrovich Slovitsky. In the church, besides the witnesses and our son, there was no one else. After the wedding, Andrei, Vova, and I went to the hotel where Grand Duke Kirill Vladimirovich and his wife, Grand Duchess Victoria Fedorovna, were staying. They accepted me as Andrei's wife and Vova as our son. They were very kind to me and have always shown their favor since then. I felt that they liked me and that they did not regret giving their permission for our marriage."

On the same day, Andrei Vladimirovich wrote in his diary: "We had a wonderful evening. Finally, my dream has come true, and I am very happy."

As a legitimist monarchist, the Grand Duke actively supported his older brother Kirill Vladimirovich, who in 1924 took the title of Emperor of All Russia in exile. Andrei Vladimirovich was his August representative in France and the chairman of the State Council under him.

During the German occupation of France, his son, Vladimir Krasinsky, as a member of the "pro-Soviet" Union of Young Russians, was arrested by the Gestapo and sent to a concentration camp. The father, driven mad with grief, sought help from various groups and individuals in the Russian emigration but received no support. After 144 days of imprisonment, he managed to have the charges against his son dropped and secure his release.

Andrei Vladimirovich was the honorary chairman of the Union of Izmailovites since 1925, as well as the honorary chairman of the Union of Mutual Aid for Officers of the Horse Artillery Guard. Since 1947, he headed the Russian Historical and Genealogical Society in Paris and was the chairman of the Guards Association.