In February 1900, Grand Duke Andrei was invited by his brothers, Grand Dukes Kirill and Boris, to a dinner party at the house of Mathilde Kschessinska. Kschessinska, the Prima Ballerina Assoluta of the Mariinsky Theatre, was the eldest among the three most prominent dancers of her generation at the Imperial Russian Ballet, along with Anna Pavlova and Tamara Karsavina. Grand Duke Andrei sat next to his hostess during the dinner, but accidentally spilt a glass of red wine on her. Mathilde, attracted to the young grand duke, seven years her junior, took the incident as good omen. Age 28, Mathilde had been the mistress of Tsar Nicholas II when he was heir to the throne. Their two-year relationship ended with Nicholas' engagement to his future wife, Alexandra. Mathilde was ambitious and eager to maintain her close relationship with the Romanovs. She subsequently began a long time affair with Grand Duke Sergei Mikhailovich of Russia, Nicholas and Andrei's first cousin once removed. As she was not in love with Sergei, but enjoyed his company and protection, Mathilde pursued a relationship with Grand Duke Andrei, the third Romanov to become involved with her. By July 1900, they became lovers, traveling together that summer to Biarritz and Paris. In the autumn 1901, they visited several Italian cities, including Venice, Padua, Florence and Rome. Grand Duke Sergei tolerated their affair, remaining a close and loyal friend to the famous ballerina, but the relationship between the two grand dukes grew tense. They tried to avoid each other and maintain civility while sharing the same woman for almost two decades.