Alexandra of Edinburgh was born on 1 September 1878 at Schloss Rosenau as the fourth child and third daughter of Alfred, the future Duke of Saxe-Coburg and Gotha (then known as The Duke of Edinburgh) and Grand Duchess Maria Alexandrovna of Russia. Her siblings were Alfred (born 15 October 1874), Marie (born 29 October 1875), Victoria Melita (born 25 November 1876) and Beatrice (born 20 April 1884). Her mother also had a stillborn son.
Alexandra and her sisters had a Scottish nurse named Nana Pitcathly. She spent her early childhood in England before moving to Malta in 1886 when her father was appointed Commander-in-Chief of the Mediterranean squadron. They moved to Coburg in 1889 as her father was the heir apparent to the duchy of Saxe-Coburg and Gotha. Her great-uncle died on 22 August 1893, and her father succeeded as the reigning Duke. Alexandra remained a British Princess, as a male-line descendant of Queen Victoria, but she now became known as Princess Alexandra of Saxe-Coburg and Gotha.
In April 1894, her father organised a shooting party at Obersdorf where Alexandra met Prince Ernst of Hohenlohe-Langenburg, the future Prince of Hohenlohe-Langenburg. He was a grandson of Queen Victoria’s half-sister Feodora. He fell head over heels with her, and her mother wrote to her eldest sister Marie (who had married the future King Ferdinand I of Romania in 1893), “But what I feared has happened: would be you believe that Ernie Hohenlohe had fallen madly in love… with… Sandrinchen! What do you think of it! I, who only dreaded a flirtation more on her part, was soon obliged to see very plainly, that he was getting more and more devoted to her, he would hardly ever leave her, and when she was not near him, his eyes were following him everywhere. He was so miserable to leave, that I thought every moment he would ask to talk to me. But it seems, he was far too bien élevé1 to put in a word himself and never made any allusion of his attachment to Sandra. She knows nothing about it, and I want her to ignore it for some time to come. She was always very gay with him and seemed to like him, but not exactly flirty. I think he was so devoted to her that she needed no flirting to keep him always at her side. He opened his heart to his father, who discouraged him greatly and told him to keep away as much as possible and I saw how hard he tried to do it, but he simply could not!”2
She continued saying that she had received a letter from Ernst, “telling me about his great love for Sandra and imploring me, to allow him to see her again after some time, as he could not bear to think, that she might forget him!”3 Her mother simply thought she was too young, and Ernst was also 15 years older than her.
Alexandra went to visit the pregnant Marie after this and Marie had a long talk with her about Ernst. Alexandra stated that she was very fond of Ernst while Marie told her to wait before making up her mind. Marie wrote to their mother, “I will tell you quite honestly as much as I know Sandra I do not think that it would be good for her, especially as we two have married very well.”4 Early the following year, as Alexandra returned to her mother, Ernst came to visit with them. When he left again, he wrote several anxious letters to Alexandra’s mother – he really had it bad.
Alexandra and Ernst were engaged in the spring of 1895, despite the fact that her mother had wanted to postpone any thought of an engagement until her 17th birthday. The wedding was set for 20 April 1896 at Coburg. Many family members gathered to attend the celebrations, such as the future King George V and Queen Mary, who represented Queen Victoria, and Emperor Wilhelm II of Germany and his wife, Auguste Viktoria. Alexandra’s sister Marie and her husband were also there. Mary wrote to her mother describing their arrival, “Sandra is delighted with your & Papa’s present which is very pretty & will be most useful to them, they have very few presents, such a contrast to our mass.5 The newlyweds moved to Langenburg.