September 29, 1891
Emperor Alexander III and the King of Greece, father of the late Grand Duchess, and several other imperial and royal relatives, were in the private waiting room.
The coffin was born to the Cathedral of St. Peter and St. Paul by the Czar, the King of Greece, Prince Waldemar of Denmark, Grand Duke Paul, Prince George of Greece, a brother of Alexandra; and Grand Duke Dimitry and Grand Duke Constantine.
The streets were lined with troops as the cortege made its way to the cathedral. Thousands of people "watched the sad procession," and there was great sympathy for the royal mourners.
A grand mass for the late Grand Duchess was celebrated at the cathedral.
Grand Duchess Alexandra died on September 24, 1891. She was 21 years old. She was survived by her husband, Grand Duke Paul, a daughter, Grand Duchess Marie, seventeen months old, and the newborn infant son. On September 20, The Times reported that the Grand Duchess was "seriously ill" at her home, Illinskoe, near Moscow. She had lost consciousness and "her condition was considered critical." Her parents, the King and Queen of Hellenes, left Copenhagen for Russia to visit their daughter.
The Grand Duchess was seven months pregnant when she went for a walk with friends along the banks of the Moscow River. She decided to jump into a moored boat, but fell in the attempt. She seemed to be all right, as she was helped to her feet. But the next evening, at a ball, she collapsed in pain. She gave birth prematurely to a son, fell into a coma, and died six days later.