He was raised in the Caucasus, where he lived between 1862 and 1881 with his family, and was educated by private tutors. As Romanov tradition demanded, he followed a military career. He served in the Russo-Turkish War in 1877, became a Colonel and was adjutant at the Imperial court. In 1891 he contracted a morganatic marriage with Countess Sophie von Merenberg, a morganatic daughter of Prince Nicholas William of Nassau and a granddaughter of the Russian poet Alexander Pushkin. For contracting this marriage without permission, Emperor Alexander III of Russia stripped him of his military titles and banished the couple from the Russian Empire.