She was born on Malta where her father commanded the British fleet. Known as "Ducky", she was courageous but also unforgiving. The second of four beautiful sisters, she was tall and statuesque with striking blue eyes and an imperious manner. She enjoyed a happy childhood and was especially close to her elder sister, Marie.
In 1889 the family moved to Coburg and, in 1893, her sister Marie married Roumania's crown prince. Ducky was now lonely, jealous and resentful. Then her grandmother, Queen Victoria, and her father proposed marriage to her first cousin, Ernst Ludwig of Hesse. Ducky and Ernie were the best of friends; as Ernie was not attracted to women and Ducky in love with another but unsuitable cousin, they consented to the marriage. This was because a possible marriage with Grand Duke Kyrill Vladimirovitch had not been permitted because of the Russian Orthodox Church disallowing marriages between first cousins, however much Kyrill was better suited.
Ernie and Ducky were married in Darmstadt in 1894 and in 1895 a daughter, Elisabeth, was born. However, it soon became obvious that the marriage was a failure as Ernie preferred men and Ducky her black stallion. Ducky began to neglect her duties as Grand Duchess of Hesse and soon they decided to wait for the death of their grandmother before going through a divorce. When Queen Victoria died, they did divorce in December 1901. On 16 November 1903 her daughter died.
Having divorced the brother of the Russian Empress Alexandra, four years later she secretly married Grand Duke Kyrill of Russia after all. Her relatives were appalled, especially Empress Alexandra who found it intolerable to receive the divorced wife of her brother.Consequently Emperor Nicholas II not only stripped Kyrill of his rank,decorations and privileges but gave him forty-eight hours to leave Russia.
Now it was the Russian Imperial family's turn to be horrified. Kyrill's father, Grand Duke Vladimir, flung his own decorations in the Emperor's face. Then ensued arguments between Kyrill's mother and the Empress. Ducky and Kyrill went into exile, financially supported by her mother and his parents. They divided their time between Paris, Nice and Munich. In 1907 they became the parents of a daughter, Mariya, and in 1909 another daughter, Kira.
Only after the death of Grand Duke Vladimir, in 1909, were they allowed to return to Russia. Ducky became the leader of St. Petersburg society and was resented by Empress Alexandra. However, Ducky and Kyrill were well aware of the growing unrest in Russia. They pleaded
for Rasputin's removal but were ignored.
In 1917 Imperial Russia collapsed and, because of their initial opposition to the Emperor, they escaped execution. Instead, they were imprisoned in their own palace and deprived of their wealth. Soon it became obvious that their lives, too, were in danger and, with permission of the local authorities, they left St. Petersburg by train and went to live in Finland where their son was born.
From Finland they moved to St. Briac in Brittany where Kyrill proclaimed himself "Guardian of the Throne". This caused division amongst the Russian emigres, who claimed Kyrill was not eligible as he had married a divorced woman without permission. Also, Ducky had converted to the Russian Orthodox faith only after their marriage. Kyrill persisted and proclaimed his children to have Grand Ducal titles.
In the 1930s Ducky lent support to the Nazi movement, believing they offered a chance of a Romanov restoration. It was also in the 1930s that Ducky discovered that Kyrill had been unfaithful to her for years. According to her sister, Marie: "It was this inability to forgive which finally broke her. She had no understanding for weakness, could not accept compromise of any kind. Her ideals were absolute, not to be discussed. There was something of Lucifer's pride about her---magnificent but dangerous."
In 1936 Ducky died in her daughter's house in Bavaria. When Kyrill died in 1938, their son, Grand Duke Vladimir, succeeded his father as Head of the Imperial House of Russia.
 

Source: Leo van de Pas