In 1906, the Romanovs made one of the most significant acquisitions in the foreign real estate market. Maria Feodorovna purchased the Hvidore villa, located 10 km from Copenhagen. The widowed empress paid only half of the cost, 140,000 imperial rubles, while the remaining amount was contributed by her sister, British Queen Alexandra, the wife of King Edward VII.

To adapt and modernize the house with modern amenities such as central heating, they hired Johan Schrøder. The British company Waring & Gillow handled most of the interior decoration. A tunnel was also dug to provide direct access to the beach, which belonged to the villa but was separated from it by a coastal road.

In the following years, the sisters usually spent time in Hvidore from September to November, but with the onset of World War I in 1914, these visits ceased.

During her emigration, Maria Feodorovna lived at the Hvidore villa. After her death in 1928, the heirs sold the villa along with its furnishings for £11,700, which was a rather modest sum for a property of such caliber.

It was at this villa that on October 13, 1928, the mother of the last Russian emperor Nicholas II completed her life's journey.