When Prince Alexander was nine years old, his parents fled the United Kingdom for continental Europe to escape their high debts. They stayed there for two years. The Prince remained at Eton College before moving on to the Royal Military College, Sandhurst. In October 1894, having completed his officer's training, Prince Alexander was commissioned as a second lieutenant in the 7th Queen's Own Hussars, and shortly after served in the Second Matabele War. He was mentioned in despatches during the conflict and, after its cessation, was appointed on 8 December 1898 by Queen Victoria as a Knight Commander of the Royal Victorian Order. He received a promotion to lieutenant in June 1899 and to captain the following April. For his actions in the Second Boer War, Alexander was in April 1901 appointed by King Edward VII as a Companion of the Distinguished Service Order.